V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

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BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, November 11th, 2025:10,051.26 (1,288.98)

Analysis last updated: Wednesday, November 12, 2025 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1007	3.23
$α$	0.1371	4.09
$β$	0.7566	12.22
$γ_{1}$	-3.3014	-3.51
$γ_{2}$	4.9297	3.76
$γ_{3}$	-2.3555	-3.68
$γ_{4}$	1.3959	2.90
$γ_{5}$	-0.9557	-2.31
$γ_{6}$	0.9255	1.82
$γ_{7}$	-2.0687	-2.21

Estimation Period:
Mar 24, 2017 to Nov 7, 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