V-Lab: PM Capital Global Opportunities Fund Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

PM Capital Global Opportunities Fund Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:5,391.00 (-479.12)

Analysis last updated: Saturday, September 20, 2025 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.23
$α$	0.0610	18.59
$β$	0.9175	298.48
$γ$	0.0429	5.74

Estimation Period:
Dec 12, 2013 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other PM Capital Global Opportunities Fund Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM