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, June 30th, 2025:15,204.08 (-468.92)

Analysis last updated: Sunday, June 29, 2025 at 02:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.22
$α$	0.0618	18.29
$β$	0.9176	294.86
$γ$	0.0411	5.57

Estimation Period:
Dec 12, 2013 to Jun 27, 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