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 Tuesday, April 7th, 2026
1 Day
409,014.10
decreased by 83,655.40
1 Week
492,244.27
decreased by 425.23
1 Month
317,840.49
decreased by 174,829.01
Analysis last updated: Friday, April 3, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.3396 | 0.18 | |
| 0.8302 | 76.43 | |
| -0.3396 | -0.10 | |
| 0.0007 | 0.18 | |
| 0.0000 | 0.11 | |
| 0.2086 | 1.05 |
Estimation Period:
Apr 19, 2007 to Apr 2, 2026
Apr 19, 2007 to Apr 2, 2026
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