Thorney Opportunities 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
214,073,300.00
decreased by 1,825,200.00
1 Week
217,757,280.00
increased by 1,858,780.00
1 Month
228,305,687.50
increased by 12,407,187.50
Analysis last updated: Tuesday, June 16, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0115 | 1.13 | |
| 0.9915 | 319.95 | |
| -0.0061 | -0.49 |
Estimation Period:
Mar 22, 2000 to Jun 12, 2026
Mar 22, 2000 to Jun 12, 2026
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