V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

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Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 10th, 2025:179,080,700.00 (-873,500.00)

Analysis last updated: Saturday, November 8, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3306	1.50
$α$	0.2640	7.28
$β$	0.7253	21.94
$γ_{1}$	-0.4057	-1.27
$γ_{2}$	0.6860	1.44
$γ_{3}$	-0.7858	-2.37
$γ_{4}$	1.4825	4.14
$γ_{5}$	-1.6348	-4.11
$γ_{6}$	0.6875	2.06
$γ_{7}$	0.1391	0.48
$γ_{8}$	0.0410	0.13
$γ_{9}$	-0.6071	-0.87

Estimation Period:
Jan 3, 1996 to Nov 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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