Tetragon Financial Group Ltd/Fund ILLIQ-MFMEM 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 20th, 2026
1 Day
610,105.20
decreased by 23,186.80
1 Week
771,427.74
increased by 138,135.74
1 Month
492,160.67
decreased by 141,131.33
Analysis last updated: Sunday, April 19, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.3349 | 0.28 | |
| 0.8325 | 112.08 | |
| -0.3349 | -0.16 | |
| 0.0000 | 0.43 | |
| 0.0044 | 0.31 | |
| 0.5597 | 1.45 |
Estimation Period:
Apr 19, 2007 to Apr 17, 2026
Apr 19, 2007 to Apr 17, 2026
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