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 Tuesday, April 7th, 2026
1 Day
137,678,000.00
decreased by 6,255,300.00
1 Week
140,805,650.00
decreased by 3,127,650.00
1 Month
158,333,837.50
increased by 14,400,537.50
Analysis last updated: Friday, April 3, 2026 at 11:58 PM 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 | 16.50 | |
| -0.0357 | -0.21 |
Estimation Period:
Jul 11, 2017 to Apr 2, 2026
Jul 11, 2017 to Apr 2, 2026
Other Sherborne Investors (Guernsey) C Limited Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds