V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

V-Lab

BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:11,927.88 (-1,806.70)

Analysis last updated: Sunday, June 29, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9913	3.00
$α$	0.1322	4.04
$β$	0.7661	12.65
$γ_{1}$	-3.7964	-3.57
$γ_{2}$	5.5596	3.80
$γ_{3}$	-2.5003	-3.48
$γ_{4}$	1.3870	2.48
$γ_{5}$	-0.9287	-1.79
$γ_{6}$	0.8553	1.36
$γ_{7}$	-1.0783	-1.21

Estimation Period:
Mar 24, 2017 to Jun 27, 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