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V-Lab

PM Capital Global Opportunities Fund Ltd Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, August 24th, 2026

1 Day

6,025.11

decreased by 703.74

1 Week

7,220.07

increased by 491.22

1 Month

10,241.14

increased by 3,512.29

Analysis last updated: Saturday, August 22, 2026 at 06:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PM Capital Global Opportunities Fund Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Dec 12, 2013 to Aug 21, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 22 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2314
5.73***
α

ARCH

Response to squared shocks

0.1448
7.21***
β

GARCH

Volatility persistence

0.8237
40.44***
γi Spline Coefficients
K=1
γ1-0.0242
-4.33***

Persistence:

0.969

Half-life:

22 days