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 Tuesday, April 7th, 2026
1 Day
187,714.40
decreased by 5,502.10
1 Week
192,826.63
decreased by 389.87
1 Month
184,626.69
decreased by 8,589.81
Analysis last updated: Friday, April 3, 2026 at 09:52 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 | |
| 0.0288 | 3.64 | |
| 0.9715 | 398.48 | |
| -0.0005 | -0.07 |
Estimation Period:
Apr 19, 2007 to Apr 2, 2026
Apr 19, 2007 to Apr 2, 2026
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