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, May 22nd, 2026
1 Day
237,239,300.00
decreased by 2,023,000.00
1 Week
240,293,750.00
increased by 1,031,450.00
1 Month
256,343,478.95
increased by 17,081,178.95
Analysis last updated: Saturday, May 23, 2026 at 01:23 AM 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 | 320.26 | |
| -0.0061 | -0.49 |
Estimation Period:
Mar 22, 2000 to May 8, 2026
Mar 22, 2000 to May 8, 2026
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