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 Monday, April 13th, 2026
1 Day
131,624,200.00
decreased by 5,980,600.00
1 Week
131,624,200.00
decreased by 5,980,600.00
1 Month
151,851,975.00
increased by 14,247,175.00
Analysis last updated: Sunday, April 12, 2026 at 02:50 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 | |
| 0.0613 | 0.26 | |
| 0.9565 | 16.51 | |
| -0.0358 | -0.21 |
Estimation Period:
Jul 11, 2017 to Apr 10, 2026
Jul 11, 2017 to Apr 10, 2026
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