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 Friday, May 8th, 2026
1 Day
30,426,630,000,000,000,000.00
increased by 30,426,629,999,889,910,000.00
1 Week
15,213,315,000,055,044,000.00
increased by 15,213,314,999,944,956,000.00
1 Month
4,346,661,428,648,047,600.00
increased by 4,346,661,428,537,958,400.00
Analysis last updated: Friday, May 8, 2026 at 08:45 PM 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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