V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 17th, 2025:20,398,140.00 (-4,427,210.00)

Analysis last updated: Tuesday, June 17, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6518	2.48
$α$	0.2045	6.88
$β$	0.7907	27.17
$γ_{1}$	-0.5416	-1.20
$γ_{2}$	0.9192	1.44
$γ_{3}$	-1.1555	-2.68
$γ_{4}$	2.1881	3.90
$γ_{5}$	-2.3591	-3.91
$γ_{6}$	1.1564	3.02
$γ_{7}$	-0.3194	-1.46
$γ_{8}$	0.7185	2.39
$γ_{9}$	-2.1065	-2.33

Estimation Period:
Jan 3, 1996 to Jun 13, 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