V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

V-Lab

BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:18,433.90 (-141.54)

Analysis last updated: Friday, May 9, 2025 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9538	2.91
$α$	0.1308	4.06
$β$	0.7740	13.29
$γ_{1}$	-3.9763	-3.57
$γ_{2}$	5.7588	3.76
$γ_{3}$	-2.4737	-3.26
$γ_{4}$	1.2505	2.08
$γ_{5}$	-0.6852	-1.21
$γ_{6}$	0.4226	0.66
$γ_{7}$	-0.0447	-0.05

Estimation Period:
Mar 24, 2017 to May 2, 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