V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 27th, 2025:612,732,700.00 (-162,907,100.00)

Analysis last updated: Friday, June 27, 2025 at 08:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6512	2.46
$α$	0.2058	6.94
$β$	0.7894	27.23
$γ_{1}$	-0.5406	-1.21
$γ_{2}$	0.9178	1.45
$γ_{3}$	-1.1526	-2.68
$γ_{4}$	2.1810	3.91
$γ_{5}$	-2.3512	-3.92
$γ_{6}$	1.1523	3.02
$γ_{7}$	-0.3185	-1.46
$γ_{8}$	0.7188	2.40
$γ_{9}$	-2.1058	-2.34

Estimation Period:
Jan 3, 1996 to Jun 20, 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