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

V-Lab

Thorney Opportunities Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:1,332,110,000.00 (-98,968,000.00)

Analysis last updated: Saturday, September 20, 2025 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9010	3.65
$α$	0.1050	7.83
$β$	0.8911	63.89
$γ_{1}$	-2.2336	-2.68
$γ_{2}$	3.8238	2.66
$γ_{3}$	-1.8963	-1.62
$γ_{4}$	-0.4774	-0.68
$γ_{5}$	1.3446	3.10
$γ_{6}$	-0.4064	-0.83
$γ_{7}$	-1.5567	-1.58
$γ_{8}$	4.3877	2.19
$γ_{9}$	-5.0751	-1.98
$γ_{10}$	3.2233	1.24

Estimation Period:
Mar 22, 2000 to Sep 19, 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