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 Tuesday, May 26th, 2026
1 Day
22,729.50
decreased by 820.47
1 Week
23,712.12
increased by 162.15
1 Month
28,634.11
increased by 5,084.14
Analysis last updated: Sunday, May 24, 2026 at 01:30 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 | |
| 0.0589 | 20.55 | |
| 0.9402 | 488.14 | |
| 0.0019 | 0.35 |
Estimation Period:
Oct 13, 2009 to May 22, 2026
Oct 13, 2009 to May 22, 2026
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