V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:165,056,200.00 (-32,784,000.00)

Analysis last updated: Wednesday, May 7, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6904	2.61
$α$	0.2078	7.01
$β$	0.7878	27.10
$γ_{1}$	-0.5612	-1.22
$γ_{2}$	0.9539	1.47
$γ_{3}$	-1.2047	-2.73
$γ_{4}$	2.2693	3.88
$γ_{5}$	-2.4280	-3.87
$γ_{6}$	1.1866	3.08
$γ_{7}$	-0.3530	-1.59
$γ_{8}$	0.7688	2.36
$γ_{9}$	-2.0595	-2.31

Estimation Period:
Jan 3, 1996 to May 2, 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