V-Lab: PM Capital Global Opportunities Fund Ltd Spline ILLIQ Liquidity Analysis

V-Lab

PM Capital Global Opportunities Fund Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:14,066.76 (-795.49)

Analysis last updated: Thursday, May 8, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3061	5.60
$α$	0.1513	6.94
$β$	0.8159	36.75
$γ_{1}$	-0.0180	-2.85

Estimation Period:
Dec 12, 2013 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other PM Capital Global Opportunities Fund Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM