V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

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Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:158,996,200.00 (-23,400.00)

Analysis last updated: Saturday, November 29, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2224	2.60
$α$	0.2279	5.87
$β$	0.7421	20.70
$γ_{1}$	0.0735	0.55
$γ_{2}$	-0.2243	-1.10
$γ_{3}$	0.5000	3.23
$γ_{4}$	-0.5463	-2.96
$γ_{5}$	0.1150	0.60
$γ_{6}$	0.4379	2.03
$γ_{7}$	-0.6939	-1.30

Estimation Period:
Jan 3, 1996 to Nov 21, 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