V-Lab: Q Capital Partners Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Q Capital Partners Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 16th, 2025:61.77 (3.25)

Analysis last updated: Sunday, June 15, 2025 at 02:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9724	0.04
$α$	0.2390	0.01
$β$	0.7610	0.02
$γ_{1}$	0.7743	0.00
$γ_{2}$	-4.5347	-0.07
$γ_{3}$	10.4727	0.01
$γ_{4}$	-14.0534	-0.01
$γ_{5}$	12.5429	0.01
$γ_{6}$	-6.1763	-0.01
$γ_{7}$	0.6885	0.04
$γ_{8}$	-0.1424	-0.00

Estimation Period:
Sep 15, 2000 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Q Capital Partners Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM