CQS New City High Yield Fund Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, January 29th, 2026:6,300.31 (650.59)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 0.1161 | 3.86 | |
| 0.7901 | 12.64 | |
| 0.1875 | 0.53 |
Estimation Period:
Mar 7, 2007 to Jan 23, 2026
Mar 7, 2007 to Jan 23, 2026
News Impact Curve
Liquidity Forecasts
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