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, April 27th, 2026
1 Day
221,434.50
decreased by 3,057.50
1 Week
227,537.10
increased by 3,045.10
1 Month
213,808.17
decreased by 10,683.83
Analysis last updated: Sunday, April 26, 2026 at 12:53 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 | |
| 0.0286 | 3.67 | |
| 0.9716 | 403.66 | |
| -0.0003 | -0.04 |
Estimation Period:
Apr 19, 2007 to Apr 24, 2026
Apr 19, 2007 to Apr 24, 2026
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