V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:83,416.26 (-5,626.94)

Analysis last updated: Thursday, May 8, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2665	5.41
$α$	0.1323	4.72
$β$	0.7594	19.22
$γ_{1}$	-0.6361	-9.09
$γ_{2}$	1.0664	10.93
$γ_{3}$	-0.5556	-10.65
$γ_{4}$	0.1929	3.38
$γ_{5}$	-0.0711	-0.79

Estimation Period:
Dec 5, 2006 to May 2, 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