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Partners Group Private Equity 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 Wednesday, July 15th, 2026

1 Day

27,285.86

decreased by 1,346.34

1 Week

28,676.08

increased by 43.88

1 Month

29,809.43

increased by 1,177.23

Analysis last updated: Wednesday, July 15, 2026 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Partners Group Private Equity Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 1, 2007 to Jul 10, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution.

Asymmetry: Illiquidity rises 78% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.11
α

ARCH

Response to squared shocks

0.0402
15.38***
β

GARCH

Volatility persistence

0.9440
522.43***
γ

leverage

Additional response to negative shocks

0.0315
6.27***

Persistence:

1.000

Half-life:

-