Sherborne Investors (Guernsey) C Limited 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 Wednesday, April 22nd, 2026
1 Day
115,132,500.00
decreased by 5,231,700.00
1 Week
120,443,400.00
increased by 79,200.00
1 Month
137,056,000.00
increased by 16,691,800.00
Analysis last updated: Thursday, April 23, 2026 at 02:24 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0614 | 0.26 | |
| 0.9565 | 16.51 | |
| -0.0358 | -0.21 |
Estimation Period:
Jul 11, 2017 to Apr 17, 2026
Jul 11, 2017 to Apr 17, 2026
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