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 27th, 2026
1 Day
413,677.10
decreased by 36,050.50
1 Week
501,900.40
increased by 52,172.80
1 Month
567,948.26
increased by 118,220.66
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 | |
|---|---|---|
| 121 | ||
| 0.3350 | 0.28 | |
| 0.8325 | 112.03 | |
| -0.3350 | -0.16 | |
| 0.0000 | 0.43 | |
| 0.0044 | 0.31 | |
| 0.5598 | 1.45 |
Estimation Period:
Apr 19, 2007 to Apr 24, 2026
Apr 19, 2007 to Apr 24, 2026
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