V-Lab: Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

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Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:15,196.98 (-159.49)

Analysis last updated: Saturday, October 11, 2025 at 08:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6676	7.33
$α$	0.1041	11.83
$β$	0.8670	81.42
$γ_{1}$	-0.0744	-5.57
$γ_{2}$	0.1405	7.01
$γ_{3}$	-0.1297	-9.42
$γ_{4}$	0.1177	8.91
$γ_{5}$	-0.1104	-5.72

Estimation Period:
Jun 29, 1994 to Oct 10, 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