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, June 16th, 2026
1 Day
6,475.08
decreased by 29.83
1 Week
6,777.26
increased by 272.35
1 Month
7,163.99
increased by 659.08
Analysis last updated: Tuesday, June 16, 2026 at 06:05 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 | |
| 0.0594 | 19.15 | |
| 0.9201 | 312.75 | |
| 0.0409 | 5.93 |
Estimation Period:
Dec 12, 2013 to Jun 12, 2026
Dec 12, 2013 to Jun 12, 2026
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