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

V-Lab

Thorney Opportunities Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:208,995,600.00 (-3,124,600.00)

Analysis last updated: Wednesday, June 18, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6559	4.75
$α$	0.1071	6.73
$β$	0.8893	63.43
$γ_{1}$	-0.6050	-0.46
$γ_{2}$	1.8328	0.93
$γ_{3}$	-1.5667	-1.12
$γ_{4}$	-0.4673	-0.60
$γ_{5}$	1.2696	2.87
$γ_{6}$	-0.0663	-0.10
$γ_{7}$	-2.5063	-1.49
$γ_{8}$	6.0647	1.65
$γ_{9}$	-6.3762	-1.48
$γ_{10}$	3.1984	0.97

Estimation Period:
Mar 22, 2000 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Thorney Opportunities Ltd/Fund Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM