V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:59,275.60 (-2,202.21)

Analysis last updated: Saturday, September 20, 2025 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0477	5.21
$α$	0.1300	4.88
$β$	0.7397	17.83
$γ_{1}$	-0.8897	-10.14
$γ_{2}$	1.2994	11.34
$γ_{3}$	-0.3548	-5.80
$γ_{4}$	-0.1635	-3.29
$γ_{5}$	0.2621	4.29
$γ_{6}$	-0.3782	-3.09

Estimation Period:
Dec 5, 2006 to Sep 19, 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