V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

V-Lab

BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:3,979.81 (-530.44)

Analysis last updated: Sunday, August 31, 2025 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0446	3.10
$α$	0.1366	4.08
$β$	0.7555	12.14
$γ_{1}$	-3.5529	-3.55
$γ_{2}$	5.2655	3.81
$γ_{3}$	-2.4719	-3.67
$γ_{4}$	1.4679	2.86
$γ_{5}$	-1.0948	-2.37
$γ_{6}$	1.2070	2.07
$γ_{7}$	-2.3728	-2.51

Estimation Period:
Mar 24, 2017 to Aug 29, 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