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, June 16th, 2026
1 Day
236,634.00
decreased by 1,734.10
1 Week
245,309.60
increased by 6,941.50
1 Month
263,984.62
increased by 25,616.52
Analysis last updated: Tuesday, June 16, 2026 at 08:55 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 | |
| 0.0283 | 3.75 | |
| 0.9717 | 412.08 | |
| -0.0001 | -0.01 |
Estimation Period:
Apr 19, 2007 to Jun 12, 2026
Apr 19, 2007 to Jun 12, 2026
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