V-Lab: Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:5,543.71 (-190.43)

Analysis last updated: Saturday, September 20, 2025 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6562	7.24
$α$	0.1027	11.83
$β$	0.8697	83.49
$γ_{1}$	-0.0761	-5.60
$γ_{2}$	0.1435	7.04
$γ_{3}$	-0.1322	-9.45
$γ_{4}$	0.1206	9.08
$γ_{5}$	-0.1175	-6.30

Estimation Period:
Jun 29, 1994 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Platinum Capital Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM