V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:61,856.83 (-8,519.45)

Analysis last updated: Thursday, July 31, 2025 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1110	5.61
$α$	0.1262	4.46
$β$	0.7157	14.98
$γ_{1}$	-0.8354	-2.14
$γ_{2}$	0.2573	0.41
$γ_{3}$	1.0910	2.79
$γ_{4}$	-0.1235	-0.50
$γ_{5}$	-0.7078	-3.69
$γ_{6}$	0.5620	3.50
$γ_{7}$	-0.5787	-4.02
$γ_{8}$	0.7025	4.88
$γ_{9}$	-0.4705	-2.61
$γ_{10}$	-0.2167	-0.74

Estimation Period:
Dec 5, 2006 to Jul 25, 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