V-Lab: Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Excelsior Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:82,547,020.00 (-21,326,680.00)

Analysis last updated: Friday, May 30, 2025 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6558	2.53
$α$	0.2039	6.90
$β$	0.7915	27.37
$γ_{1}$	-0.5517	-1.20
$γ_{2}$	0.9371	1.45
$γ_{3}$	-1.1850	-2.70
$γ_{4}$	2.2425	3.87
$γ_{5}$	-2.4089	-3.88
$γ_{6}$	1.1795	3.05
$γ_{7}$	-0.3387	-1.53
$γ_{8}$	0.7445	2.37
$γ_{9}$	-2.0855	-2.32

Estimation Period:
Jan 3, 1996 to May 23, 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