V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

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Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:46,336.51 (-2,742.15)

Analysis last updated: Saturday, November 29, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1142	5.80
$α$	0.1243	4.52
$β$	0.7073	14.44
$γ_{1}$	-0.8484	-2.37
$γ_{2}$	0.3049	0.53
$γ_{3}$	1.0872	2.98
$γ_{4}$	-0.2100	-0.91
$γ_{5}$	-0.6483	-3.68
$γ_{6}$	0.5689	3.60
$γ_{7}$	-0.6143	-3.92
$γ_{8}$	0.8156	5.04
$γ_{9}$	-0.7157	-3.39
$γ_{10}$	0.0017	0.01

Estimation Period:
Dec 5, 2006 to Nov 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM