V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:146,032,600.00 (81,699,890.00)

Analysis last updated: Thursday, July 31, 2025 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4818	1.75
$α$	0.2515	7.89
$β$	0.7393	25.76
$γ_{1}$	-0.4637	-1.32
$γ_{2}$	0.7878	1.53
$γ_{3}$	-0.9258	-2.57
$γ_{4}$	1.7145	4.21
$γ_{5}$	-1.8584	-4.21
$γ_{6}$	0.8509	2.63
$γ_{7}$	-0.0911	-0.41
$γ_{8}$	0.4117	1.38
$γ_{9}$	-1.2482	-1.32

Estimation Period:
Jan 3, 1996 to Jul 25, 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