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

V-Lab

Thorney Opportunities Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:294,017,100.00 (-11,435,300.00)

Analysis last updated: Saturday, May 31, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5148	4.88
$α$	0.1067	6.76
$β$	0.8904	65.18
$γ_{1}$	-0.5672	-0.41
$γ_{2}$	1.7595	0.85
$γ_{3}$	-1.5340	-1.08
$γ_{4}$	-0.4640	-0.59
$γ_{5}$	1.2676	2.84
$γ_{6}$	-0.0603	-0.09
$γ_{7}$	-2.5236	-1.48
$γ_{8}$	6.0985	1.63
$γ_{9}$	-6.4188	-1.46
$γ_{10}$	3.2719	0.97

Estimation Period:
Mar 22, 2000 to May 30, 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