V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

V-Lab

BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:5,424.04 (-232.31)

Analysis last updated: Thursday, July 31, 2025 at 03:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0113	3.03
$α$	0.1351	4.12
$β$	0.7632	12.69
$γ_{1}$	-3.7065	-3.57
$γ_{2}$	5.4575	3.81
$γ_{3}$	-2.5132	-3.58
$γ_{4}$	1.4657	2.70
$γ_{5}$	-1.0890	-2.17
$γ_{6}$	1.1954	1.91
$γ_{7}$	-2.1387	-2.36

Estimation Period:
Mar 24, 2017 to Jul 25, 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