V-Lab: Cadence Capital Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Cadence Capital Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:44,269.05 (-204.36)

Analysis last updated: Saturday, August 30, 2025 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.24
$α$	0.0334	12.07
$β$	0.9539	442.23
$γ$	0.0254	2.88

Estimation Period:
Dec 5, 2006 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Cadence Capital Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM