Neuberger Private Equity Partners 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 Tuesday, June 16th, 2026
1 Day
18,722.12
decreased by 910.46
1 Week
19,617.34
decreased by 15.24
1 Month
22,556.50
increased by 2,923.92
Analysis last updated: Tuesday, June 16, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.25 | |
| 0.0586 | 20.52 | |
| 0.9402 | 488.67 | |
| 0.0023 | 0.43 |
Estimation Period:
Oct 13, 2009 to Jun 12, 2026
Oct 13, 2009 to Jun 12, 2026
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