V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

V-Lab

BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:13,301.86 (-44.39)

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
$ω$	0.9834	2.98
$α$	0.1325	4.05
$β$	0.7667	12.70
$γ_{1}$	-3.8338	-3.57
$γ_{2}$	5.6034	3.79
$γ_{3}$	-2.5016	-3.44
$γ_{4}$	1.3708	2.42
$γ_{5}$	-0.9010	-1.70
$γ_{6}$	0.8098	1.28
$γ_{7}$	-0.9728	-1.10

Estimation Period:
Mar 24, 2017 to Jun 13, 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