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 Monday, April 27th, 2026
1 Day
10,103.54
decreased by 125.87
1 Week
10,328.84
increased by 99.43
1 Month
13,159.92
increased by 2,930.51
Analysis last updated: Saturday, April 25, 2026 at 06:21 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 | |
| 0.0596 | 19.03 | |
| 0.9199 | 312.37 | |
| 0.0409 | 5.81 |
Estimation Period:
Dec 12, 2013 to Apr 24, 2026
Dec 12, 2013 to Apr 24, 2026
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