V-Lab: Tetragon Financial Group Ltd/Fund Asymmetric ILLIQ Liquidity Analysis

V-Lab

Tetragon Financial Group Ltd/Fund Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:946,802.90 (-15,553.50)

Analysis last updated: Sunday, June 1, 2025 at 03:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.07
$α$	0.0189	3.47
$β$	0.9793	696.51
$γ$	0.0035	0.51

Estimation Period:
Apr 19, 2007 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tetragon Financial Group Ltd/Fund Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM