CQS New City High Yield Fund Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, January 29th, 2026:6,110.04 (124.49)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3665 | 1.99 | |
| 0.1629 | 7.91 | |
| 0.7276 | 14.48 | |
| 0.0746 | 1.90 | |
| -0.0645 | -1.24 | |
| -0.0405 | -1.70 |
Estimation Period:
Mar 7, 2007 to Jan 23, 2026
Mar 7, 2007 to Jan 23, 2026
News Impact Curve
Liquidity Forecasts
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