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 Friday, April 24th, 2026
1 Day
274,309,000.00
decreased by 2,345,200.00
1 Week
279,039,780.00
increased by 2,385,580.00
1 Month
294,157,757.14
increased by 17,503,557.14
Analysis last updated: Friday, April 24, 2026 at 06:07 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 | 320.57 | |
| -0.0061 | -0.48 |
Estimation Period:
Mar 22, 2000 to Apr 17, 2026
Mar 22, 2000 to Apr 17, 2026
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