V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

V-Lab

BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:3,114.66 (-394.15)

Analysis last updated: Sunday, September 21, 2025 at 04:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0615	3.14
$α$	0.1372	4.07
$β$	0.7526	11.95
$γ_{1}$	-3.4784	-3.54
$γ_{2}$	5.1698	3.80
$γ_{3}$	-2.4460	-3.70
$γ_{4}$	1.4619	2.92
$γ_{5}$	-1.0890	-2.46
$γ_{6}$	1.2063	2.17
$γ_{7}$	-2.5358	-2.76

Estimation Period:
Mar 24, 2017 to Sep 19, 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