NB Private Equity Partners Limited 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 27th, 2026
1 Day
31,646.20
increased by 4,794.79
1 Week
26,358.04
decreased by 493.37
1 Month
18,940.33
decreased by 7,911.08
Analysis last updated: Sunday, April 26, 2026 at 02:04 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.25 | |
| 0.0593 | 20.53 | |
| 0.9399 | 482.76 | |
| 0.0015 | 0.28 |
Estimation Period:
Oct 13, 2009 to Apr 24, 2026
Oct 13, 2009 to Apr 24, 2026
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