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, September 1st, 2025:130,450.90 (-3,079.00)

Analysis last updated: Sunday, August 31, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.05
$α$	0.0290	3.65
$β$	0.9714	381.54
$γ$	-0.0008	-0.11

Estimation Period:
Apr 19, 2007 to Aug 29, 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