V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

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BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 3rd, 2025:6,332.15 (-775.21)

Analysis last updated: Sunday, November 2, 2025 at 07:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0944	3.20
$α$	0.1384	4.11
$β$	0.7532	12.05
$γ_{1}$	-3.3385	-3.51
$γ_{2}$	4.9813	3.77
$γ_{3}$	-2.3773	-3.69
$γ_{4}$	1.4140	2.92
$γ_{5}$	-0.9930	-2.37
$γ_{6}$	1.0072	1.96
$γ_{7}$	-2.2453	-2.46

Estimation Period:
Mar 24, 2017 to Oct 31, 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