V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

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Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 3rd, 2025:54,300.11 (8,359.16)

Analysis last updated: Saturday, November 1, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1130	5.78
$α$	0.1246	4.51
$β$	0.7073	14.43
$γ_{1}$	-0.8470	-2.34
$γ_{2}$	0.2995	0.52
$γ_{3}$	1.0876	2.96
$γ_{4}$	-0.1988	-0.86
$γ_{5}$	-0.6578	-3.70
$γ_{6}$	0.5721	3.61
$γ_{7}$	-0.6159	-3.97
$γ_{8}$	0.8090	5.11
$γ_{9}$	-0.6904	-3.37
$γ_{10}$	-0.0320	-0.12

Estimation Period:
Dec 5, 2006 to Oct 31, 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