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 7th, 2026
1 Day
16,341.83
decreased by 53.19
1 Week
16,023.38
decreased by 371.64
1 Month
11,975.23
decreased by 4,419.79
Analysis last updated: Friday, April 3, 2026 at 06:03 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 | |
| 0.0598 | 18.95 | |
| 0.9198 | 311.28 | |
| 0.0407 | 5.77 |
Estimation Period:
Dec 12, 2013 to Apr 2, 2026
Dec 12, 2013 to Apr 2, 2026
Other PM Capital Global Opportunities Fund Ltd Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds