V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

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BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:3,613.47 (-595.81)

Analysis last updated: Saturday, November 29, 2025 at 03:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1089	3.25
$α$	0.1364	4.11
$β$	0.7594	12.41
$γ_{1}$	-3.2665	-3.50
$γ_{2}$	4.8813	3.75
$γ_{3}$	-2.3361	-3.66
$γ_{4}$	1.3833	2.88
$γ_{5}$	-0.9327	-2.27
$γ_{6}$	0.8792	1.76
$γ_{7}$	-2.0122	-2.16

Estimation Period:
Mar 24, 2017 to Nov 21, 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