V-Lab: Derwent London PLC Spline ILLIQ Liquidity Analysis

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Derwent London PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:2,631.32 (124.22)

Analysis last updated: Sunday, November 16, 2025 at 04:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2122	3.36
$α$	0.0199	2.33
$β$	0.9542	38.57
$γ_{1}$	0.1076	1.15
$γ_{2}$	-0.3117	-2.52
$γ_{3}$	0.4796	6.05
$γ_{4}$	-0.4302	-7.75
$γ_{5}$	0.1904	4.95
$γ_{6}$	-0.0449	-1.40
$γ_{7}$	0.0608	2.01
$γ_{8}$	-0.0260	-0.87
$γ_{9}$	-0.1125	-2.66

Estimation Period:
Jun 9, 1998 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts