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, April 20th, 2026
1 Day
14,670.17
decreased by 591.98
1 Week
15,078.48
decreased by 183.67
1 Month
11,914.44
decreased by 3,347.71
Analysis last updated: Saturday, April 18, 2026 at 06:00 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 | 28.35 | |
| 0.9318 | 731.97 | |
| 0.0109 | 2.63 |
Estimation Period:
Jun 29, 1994 to Apr 17, 2026
Jun 29, 1994 to Apr 17, 2026
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