V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

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Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 12th, 2025:66,380.76 (-2,965.25)

Analysis last updated: Friday, December 12, 2025 at 07:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3779	5.56
$α$	0.1288	4.78
$β$	0.7702	20.17
$γ_{1}$	-0.5682	-8.63
$γ_{2}$	0.9832	10.57
$γ_{3}$	-0.5628	-11.63
$γ_{4}$	0.2597	4.99
$γ_{5}$	-0.2462	-2.86

Estimation Period:
Dec 5, 2006 to Dec 5, 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