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, April 24th, 2026
1 Day
935,179,000.00
decreased by 3,702,500.00
1 Week
942,612,320.00
increased by 3,730,820.00
1 Month
965,586,676.19
increased by 26,705,176.19
Analysis last updated: Friday, April 24, 2026 at 06:07 PM 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 | 273.94 | |
| -0.0079 | 0.00 | |
| 1.0428 | 0.00 | |
| 0.9349 | 0.00 | |
| 0.0001 | 0.00 |
Estimation Period:
Mar 22, 2000 to Apr 17, 2026
Mar 22, 2000 to Apr 17, 2026
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