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 Monday, May 25th, 2026
1 Day
17,455.42
decreased by 378.61
1 Week
17,819.14
decreased by 14.89
1 Month
15,327.06
decreased by 2,506.97
Analysis last updated: Saturday, May 23, 2026 at 06:04 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 | 28.37 | |
| 0.9319 | 734.90 | |
| 0.0107 | 2.60 |
Estimation Period:
Jun 29, 1994 to May 22, 2026
Jun 29, 1994 to May 22, 2026
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