V-Lab: Excelsior Capital Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Excelsior Capital Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:214,529,000.00 (-6,531,800.00)

Analysis last updated: Wednesday, May 7, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0142	3.90
$β$	0.9566	90.42
$γ$	0.0584	1.13

Estimation Period:
Jan 3, 1996 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Excelsior Capital Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM