V-Lab: BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

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BioPharma Credit PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 19th, 2025:6,161.89 (-821.03)

Analysis last updated: Saturday, December 20, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8805	2.64
$α$	0.1310	4.43
$β$	0.7841	14.92
$γ_{1}$	-4.6245	-3.53
$γ_{2}$	6.4033	3.61
$γ_{3}$	-2.2215	-2.46
$γ_{4}$	0.6631	0.88
$γ_{5}$	0.0017	0.00
$γ_{6}$	-0.2447	-0.40
$γ_{7}$	0.4317	0.68
$γ_{8}$	-1.8980	-1.54

Estimation Period:
Mar 24, 2017 to Dec 12, 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