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 Tuesday, June 16th, 2026
1 Day
176,242,000.00
decreased by 687,400.00
1 Week
177,787,900.00
increased by 858,500.00
1 Month
208,657,331.25
increased by 31,727,931.25
Analysis last updated: Tuesday, June 16, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0078 | 0.00 | |
| 0.9961 | 340.07 | |
| -0.0078 | 0.00 | |
| 1.2754 | 0.00 | |
| 0.9346 | 0.00 | |
| 0.0001 | 0.00 |
Estimation Period:
Mar 22, 2000 to Jun 12, 2026
Mar 22, 2000 to Jun 12, 2026
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