V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:354,364,700.00 (-59,448,500.00)

Analysis last updated: Saturday, October 11, 2025 at 08:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3459	1.52
$α$	0.2599	7.50
$β$	0.7300	23.21
$γ_{1}$	-0.4142	-1.27
$γ_{2}$	0.7021	1.45
$γ_{3}$	-0.8109	-2.40
$γ_{4}$	1.5241	4.15
$γ_{5}$	-1.6724	-4.12
$γ_{6}$	0.7099	2.14
$γ_{7}$	0.1123	0.41
$γ_{8}$	0.0793	0.26
$γ_{9}$	-0.6240	-0.79

Estimation Period:
Jan 3, 1996 to Oct 10, 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