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	param	t-stat
$ω$	5.9667	2.24
$α$	0.1703	7.42
$β$	0.7161	13.18
$γ_{1}$	0.0530	3.15
$γ_{2}$	-0.0749	-2.98

V-Lab

CQS New City High Yield Fund Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:5,274.83 (-63.24)

Date Range:

Parameter Estimates

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