V-Lab: Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

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Cadence Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:47,791.49 (-3,530.65)

Analysis last updated: Saturday, October 11, 2025 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0509	5.24
$α$	0.1298	4.87
$β$	0.7381	17.68
$γ_{1}$	-0.8852	-10.17
$γ_{2}$	1.2966	11.40
$γ_{3}$	-0.3602	-5.98
$γ_{4}$	-0.1588	-3.27
$γ_{5}$	0.2650	4.50
$γ_{6}$	-0.4051	-3.45

Estimation Period:
Dec 5, 2006 to Oct 10, 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