V-Lab: Keppel Infrastructure Trust Spline ILLIQ Liquidity Analysis

V-Lab

Keppel Infrastructure Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:5,353.90 (-216.45)

Analysis last updated: Sunday, August 24, 2025 at 03:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7360	9.17
$α$	0.0540	7.01
$β$	0.9235	101.57
$γ_{1}$	-0.0519	-10.30
$γ_{2}$	0.0884	9.87

Estimation Period:
Feb 12, 2007 to Aug 22, 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