V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

V-Lab

BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:13,546.86 (-1,462.38)

Analysis last updated: Friday, May 30, 2025 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9683	2.95
$α$	0.1306	4.03
$β$	0.7717	13.03
$γ_{1}$	-3.9022	-3.57
$γ_{2}$	5.6780	3.78
$γ_{3}$	-2.4871	-3.35
$γ_{4}$	1.3073	2.24
$γ_{5}$	-0.7791	-1.43
$γ_{6}$	0.5753	0.90
$γ_{7}$	-0.3576	-0.40

Estimation Period:
Mar 24, 2017 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other BioPharma Credit PLC Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM