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

V-Lab

Thorney Opportunities Ltd/Fund ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:494,740,300.00 (-122,914,900.00)

Analysis last updated: Thursday, May 8, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$α$	0.2418	10.03
$β$	0.7983	81.03
$γ$	-0.2397	-5.63
$λ_{1}$	20,795,550.0000

Estimation Period:
Mar 22, 2000 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Thorney Opportunities Ltd/Fund Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ