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, May 25th, 2026
1 Day
602,209.00
decreased by 41,859.80
1 Week
519,538.38
decreased by 124,530.42
1 Month
364,193.05
decreased by 279,875.75
Analysis last updated: Sunday, May 24, 2026 at 12:25 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.3386 | 0.21 | |
| 0.8307 | 61.88 | |
| -0.3386 | -0.11 | |
| 0.0000 | 0.20 | |
| 0.0000 | 0.16 | |
| 0.4946 | 2.82 |
Estimation Period:
Apr 19, 2007 to May 22, 2026
Apr 19, 2007 to May 22, 2026
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