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

V-Lab

Thorney Opportunities Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:202,048,200.00 (-1,586,500.00)

Analysis last updated: Thursday, July 31, 2025 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6287	4.69
$α$	0.1044	6.96
$β$	0.8915	66.01
$γ_{1}$	-0.6106	-0.50
$γ_{2}$	1.8516	0.98
$γ_{3}$	-1.6117	-1.16
$γ_{4}$	-0.4129	-0.53
$γ_{5}$	1.2908	2.94
$γ_{6}$	-0.2288	-0.40
$γ_{7}$	-2.0340	-1.51
$γ_{8}$	5.2143	1.81
$γ_{9}$	-5.6668	-1.62
$γ_{10}$	2.9644	1.00

Estimation Period:
Mar 22, 2000 to Jul 25, 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