V-Lab: Keppel Infrastructure Trust Spline ILLIQ Liquidity Analysis

V-Lab

Keppel Infrastructure Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:5,309.44 (-287.90)

Analysis last updated: Tuesday, July 8, 2025 at 04:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7316	9.22
$α$	0.0531	6.91
$β$	0.9248	103.13
$γ_{1}$	-0.0526	-10.41
$γ_{2}$	0.0890	9.72

Estimation Period:
Feb 12, 2007 to Jul 4, 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