V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

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Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, October 31st, 2025:184,261,200.00 (-1,763,900.00)

Analysis last updated: Friday, October 31, 2025 at 07:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3428	1.51
$α$	0.2639	7.40
$β$	0.7257	22.24
$γ_{1}$	-0.4132	-1.28
$γ_{2}$	0.6998	1.46
$γ_{3}$	-0.8050	-2.40
$γ_{4}$	1.5122	4.16
$γ_{5}$	-1.6606	-4.13
$γ_{6}$	0.7044	2.14
$γ_{7}$	0.1120	0.41
$γ_{8}$	0.0846	0.28
$γ_{9}$	-0.6394	-0.85

Estimation Period:
Jan 3, 1996 to Oct 24, 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