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 30th, 2025:286,163,300.00 (-10,432,200.00)

Analysis last updated: Sunday, June 29, 2025 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6319	4.76
$α$	0.1064	6.84
$β$	0.8901	64.66
$γ_{1}$	-0.6012	-0.46
$γ_{2}$	1.8266	0.92
$γ_{3}$	-1.5743	-1.13
$γ_{4}$	-0.4515	-0.58
$γ_{5}$	1.2812	2.90
$γ_{6}$	-0.1255	-0.20
$γ_{7}$	-2.3496	-1.51
$γ_{8}$	5.7937	1.71
$γ_{9}$	-6.1586	-1.53
$γ_{10}$	3.1434	0.99

Estimation Period:
Mar 22, 2000 to Jun 27, 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