V-Lab: BioPharma Credit PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

BioPharma Credit PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:9,915.16 (88.97)

Analysis last updated: Thursday, June 19, 2025 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1317	4.92
$β$	0.8157	115.42
$γ$	-0.1317	-1.97
$λ_{1}$	10.0000	10.72
$λ_{2}$	0.0015	2.56
$λ_{3}$	0.9939	1,442.57

Estimation Period:
Mar 24, 2017 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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