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, April 7th, 2026
1 Day
306,495,800.00
decreased by 2,621,600.00
1 Week
309,122,000.00
increased by 4,600.00
1 Month
304,087,063.16
decreased by 5,030,336.84
Analysis last updated: Friday, April 3, 2026 at 06:11 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 | 320.67 | |
| -0.0061 | -0.48 |
Estimation Period:
Mar 22, 2000 to Apr 2, 2026
Mar 22, 2000 to Apr 2, 2026
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