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 Monday, May 25th, 2026
1 Day
222,089.80
decreased by 714.20
1 Week
212,214.54
decreased by 10,589.46
1 Month
205,620.77
decreased by 17,183.23
Analysis last updated: Sunday, May 24, 2026 at 12:25 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.05 | |
| 0.0285 | 3.70 | |
| 0.9716 | 406.02 | |
| -0.0003 | -0.04 |
Estimation Period:
Apr 19, 2007 to May 22, 2026
Apr 19, 2007 to May 22, 2026
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