PM Capital Global Opportunities Fund 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 Tuesday, April 14th, 2026
1 Day
13,836.96
decreased by 329.72
1 Week
14,699.36
increased by 532.68
1 Month
13,616.34
decreased by 550.34
Analysis last updated: Tuesday, April 14, 2026 at 06:01 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.28 | |
| 0.0595 | 18.99 | |
| 0.9201 | 312.32 | |
| 0.0407 | 5.78 |
Estimation Period:
Dec 12, 2013 to Apr 10, 2026
Dec 12, 2013 to Apr 10, 2026
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