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 Monday, June 30th, 2025:19,512.00 (-1,965.31)

Analysis last updated: Sunday, June 29, 2025 at 02:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3024	5.60
$α$	0.1509	6.98
$β$	0.8165	37.18
$γ_{1}$	-0.0187	-3.05

Estimation Period:
Dec 12, 2013 to Jun 27, 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