V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:50,260.50 (4,684.00)

Analysis last updated: Saturday, August 30, 2025 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1109	5.67
$α$	0.1250	4.46
$β$	0.7127	14.70
$γ_{1}$	-0.8400	-2.20
$γ_{2}$	0.2717	0.45
$γ_{3}$	1.0888	2.85
$γ_{4}$	-0.1443	-0.59
$γ_{5}$	-0.6965	-3.73
$γ_{6}$	0.5712	3.59
$γ_{7}$	-0.5993	-4.12
$γ_{8}$	0.7471	5.16
$γ_{9}$	-0.5500	-3.01
$γ_{10}$	-0.1403	-0.52

Estimation Period:
Dec 5, 2006 to Aug 29, 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