V-Lab: Thorney Opportunities Ltd/Fund Asymmetric ILLIQ Liquidity Analysis

V-Lab

Thorney Opportunities Ltd/Fund Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:101,872,600.00 (-859,900.00)

Analysis last updated: Sunday, June 29, 2025 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0111	0.94
$β$	0.9915	310.12
$γ$	-0.0051	-0.36

Estimation Period:
Mar 22, 2000 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Thorney Opportunities Ltd/Fund Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM