V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:86,039.27 (-7,133.25)

Analysis last updated: Wednesday, June 18, 2025 at 09:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2861	5.45
$α$	0.1314	4.73
$β$	0.7611	19.29
$γ_{1}$	-0.6227	-9.03
$γ_{2}$	1.0507	10.91
$γ_{3}$	-0.5590	-10.89
$γ_{4}$	0.2088	3.69
$γ_{5}$	-0.1052	-1.16

Estimation Period:
Dec 5, 2006 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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