Sherborne Investors (Guernsey) C Limited ILLIQ-MFMEM 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
-0.00
decreased by 84,375,250.00
1 Week
56,756,396.67
decreased by 27,618,853.33
1 Month
81,246,328.89
decreased by 3,128,921.11
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 | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 6.3630 | 0.00 | |
| 0.0091 | 0.04 | |
| 0.9909 | 18.70 |
Estimation Period:
Jul 11, 2017 to Apr 17, 2026
Jul 11, 2017 to Apr 17, 2026
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