V-Lab: Derwent London PLC Spline ILLIQ Liquidity Analysis

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Derwent London PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:2,498.94 (-21.11)

Analysis last updated: Thursday, December 11, 2025 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1765	3.33
$α$	0.0197	2.34
$β$	0.9547	39.11
$γ_{1}$	0.1021	1.09
$γ_{2}$	-0.3031	-2.46
$γ_{3}$	0.4748	6.05
$γ_{4}$	-0.4291	-7.84
$γ_{5}$	0.1918	5.06
$γ_{6}$	-0.0454	-1.42
$γ_{7}$	0.0599	1.99
$γ_{8}$	-0.0243	-0.82
$γ_{9}$	-0.1261	-3.02

Estimation Period:
Jun 9, 1998 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts