Thorney Opportunities Ltd/Fund ILLIQ-MFMEM 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
270,960,500.00
decreased by 1,072,700.00
1 Week
272,570,375.00
increased by 537,175.00
1 Month
615,058,689.47
increased by 343,025,489.47
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 | |
|---|---|---|
| 96 | ||
| 0.0079 | 0.00 | |
| 0.9961 | 297.15 | |
| -0.0079 | 0.00 | |
| 1.0533 | 0.00 | |
| 0.9322 | 0.00 | |
| 0.0001 | 0.00 |
Estimation Period:
Mar 22, 2000 to May 8, 2026
Mar 22, 2000 to May 8, 2026
Other Thorney Opportunities Ltd/Fund Analyses
Other ILLIQ-MFMEM Analyses on Closed-end Funds