PennantPark Investment Corp 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 Monday, March 30th, 2026
1 Day
6,263.36
increased by 737.40
1 Week
5,479.73
decreased by 46.23
1 Month
4,652.32
decreased by 873.64
Analysis last updated: Friday, March 27, 2026 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.35 | |
| 0.0636 | 21.77 | |
| 0.9049 | 550.42 | |
| 0.0631 | 12.00 |
Estimation Period:
Apr 19, 2007 to Mar 27, 2026
Apr 19, 2007 to Mar 27, 2026
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