V-Lab: Keppel Infrastructure Trust Spline ILLIQ Liquidity Analysis

V-Lab

Keppel Infrastructure Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 4th, 2025:3,562.21 (-70.33)

Analysis last updated: Monday, August 4, 2025 at 04:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7365	9.15
$α$	0.0544	7.05
$β$	0.9233	101.41
$γ_{1}$	-0.0518	-10.20
$γ_{2}$	0.0871	9.60

Estimation Period:
Feb 12, 2007 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Keppel Infrastructure Trust Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM