V-Lab: L1 Global Long Short Fund Ltd Spline ILLIQ Liquidity Analysis

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L1 Global Long Short Fund Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, December 2nd, 2025:13,351.72 (-733.13)

Analysis last updated: Tuesday, December 2, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6818	7.34
$α$	0.1036	11.88
$β$	0.8681	82.47
$γ_{1}$	-0.0730	-5.47
$γ_{2}$	0.1381	6.89
$γ_{3}$	-0.1281	-9.26
$γ_{4}$	0.1176	8.82
$γ_{5}$	-0.1134	-5.95

Estimation Period:
Jun 29, 1994 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other L1 Global Long Short Fund Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM