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Partners Group Private Equity Ltd ILLIQ-MFMEM Liquidity Analysis

Illiquidity prediction for Monday, August 24th, 2026

1 Day

14,848.19

decreased by 3,380.96

1 Week

17,294.41

decreased by 934.74

1 Month

17,280.60

decreased by 948.55

Analysis last updated: Sunday, August 23, 2026 at 02:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Partners Group Private Equity Ltd ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Nov 1, 2007 to Aug 21, 2026

Model Insight

Illiquidity shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

41
α

ARCH

Response to squared shocks

0.1949
0.37
β

GARCH

Volatility persistence

0.6567
23.94***
γ

leverage

Additional response to negative shocks

-0.1949
-0.18
λ₁

tau intercept

Baseline long-term coefficient

10.0000
0.16
λ₂

forecast adj.

Forecast performance sensitivity

0.0893
0.48
λ₃

tau persistence

Long-term factor persistence

0.9105
13.88***

Persistence:

0.754

Half-life:

2 days