V-Lab: Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:15,517.17 (-1,638.27)

Analysis last updated: Sunday, June 29, 2025 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6367	7.25
$α$	0.1030	11.70
$β$	0.8680	81.62
$γ_{1}$	-0.0779	-5.73
$γ_{2}$	0.1462	7.21
$γ_{3}$	-0.1329	-9.63
$γ_{4}$	0.1172	9.02
$γ_{5}$	-0.1011	-5.48

Estimation Period:
Jun 29, 1994 to Jun 27, 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