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, May 25th, 2026
1 Day
7,062.79
decreased by 102.95
1 Week
7,373.54
increased by 207.80
1 Month
8,506.48
increased by 1,340.74
Analysis last updated: Saturday, May 23, 2026 at 06:06 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 | |
| 0.0608 | 19.16 | |
| 0.9190 | 311.30 | |
| 0.0406 | 5.77 |
Estimation Period:
Dec 12, 2013 to May 22, 2026
Dec 12, 2013 to May 22, 2026
Other PM Capital Global Opportunities Fund Ltd Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds