L1 Global Long Short Fund Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, April 29th, 2026
1 Day
13,478.00
decreased by 637.95
1 Week
14,808.77
increased by 692.82
1 Month
14,216.34
increased by 100.39
Analysis last updated: Wednesday, April 29, 2026 at 06:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.34 | |
| 0.0628 | 28.36 | |
| 0.9318 | 733.11 | |
| 0.0108 | 2.62 |
Estimation Period:
Jun 29, 1994 to Apr 24, 2026
Jun 29, 1994 to Apr 24, 2026
Other L1 Global Long Short Fund Ltd Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds