V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

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BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:8,635.02 (-1,236.84)

Analysis last updated: Sunday, October 12, 2025 at 03:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0802	3.16
$α$	0.1405	4.13
$β$	0.7471	11.74
$γ_{1}$	-3.4106	-3.52
$γ_{2}$	5.0795	3.78
$γ_{3}$	-2.4133	-3.71
$γ_{4}$	1.4354	2.92
$γ_{5}$	-1.0326	-2.41
$γ_{6}$	1.0841	2.05
$γ_{7}$	-2.3029	-2.55

Estimation Period:
Mar 24, 2017 to Oct 10, 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