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V-Lab

Partners Group Private Equity Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

28,497.12

decreased by 3,457.69

1 Week

32,487.72

increased by 532.91

1 Month

30,870.71

decreased by 1,084.10

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-SMEM

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

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 10 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8096
3.78***
α

ARCH

Response to squared shocks

0.1502
5.11***
β

GARCH

Volatility persistence

0.7825
20.52***
γi Spline Coefficients
K=10
γ1-1.0921
-1.94*
γ20.5842
0.68
γ31.4272
2.90***
γ4-1.5472
-4.37***
γ51.1593
3.91***
γ6-0.8376
-3.57***
γ70.5724
2.45**
γ8-0.4665
-1.79*
γ90.2650
0.94
γ10-0.0941
-0.24

Persistence:

0.933

Half-life:

10 days