Tetragon Financial Group Ltd/Fund 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, June 17th, 2026
1 Day
231,297.30
decreased by 5,336.70
1 Week
240,221.40
increased by 3,587.40
1 Month
262,498.84
increased by 25,864.84
Analysis last updated: Wednesday, June 17, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.05 | |
| 0.0283 | 3.75 | |
| 0.9717 | 412.08 | |
| -0.0001 | -0.01 |
Estimation Period:
Apr 19, 2007 to Jun 12, 2026
Apr 19, 2007 to Jun 12, 2026
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