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 Friday, May 15th, 2026
1 Day
16,441.31
increased by 1,723.94
1 Week
15,288.11
increased by 570.74
1 Month
14,772.08
increased by 54.71
Analysis last updated: Friday, May 15, 2026 at 05:46 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 | 734.33 | |
| 0.0107 | 2.58 |
Estimation Period:
Jun 29, 1994 to May 8, 2026
Jun 29, 1994 to May 8, 2026
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