V-Lab: NB Private Equity Partners Limited Spline ILLIQ Liquidity Analysis

V-Lab

NB Private Equity Partners Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:17,084.82 (-1,672.60)

Analysis last updated: Sunday, June 1, 2025 at 04:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6273	4.14
$α$	0.0928	5.04
$β$	0.8414	30.69
$γ_{1}$	-0.6355	-3.76
$γ_{2}$	0.9031	4.03
$γ_{3}$	-0.2927	-2.22
$γ_{4}$	0.0715	0.56
$γ_{5}$	-0.0976	-0.97
$γ_{6}$	0.0929	0.75

Estimation Period:
Oct 13, 2009 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other NB Private Equity Partners Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM