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 17th, 2025:39,474.13 (-4,761.67)

Analysis last updated: Saturday, November 15, 2025 at 08:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1132	5.80
$α$	0.1244	4.52
$β$	0.7066	14.40
$γ_{1}$	-0.8487	-2.37
$γ_{2}$	0.3053	0.53
$γ_{3}$	1.0875	2.98
$γ_{4}$	-0.2105	-0.92
$γ_{5}$	-0.6475	-3.68
$γ_{6}$	0.5677	3.59
$γ_{7}$	-0.6121	-3.91
$γ_{8}$	0.8112	5.02
$γ_{9}$	-0.7053	-3.35
$γ_{10}$	-0.0330	-0.11

Estimation Period:
Dec 5, 2006 to Nov 14, 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