CQS New City High Yield 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 Tuesday, June 23rd, 2026
1 Day
3,235.25
increased by 736.27
1 Week
2,847.12
increased by 348.14
1 Month
3,519.92
increased by 1,020.94
Analysis last updated: Tuesday, June 23, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 0.1164 | 3.91 | |
| 0.7902 | 12.85 | |
| 0.1868 | 0.54 |
Estimation Period:
Mar 7, 2007 to Jun 19, 2026
Mar 7, 2007 to Jun 19, 2026
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