V-Lab: Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:18,223.95 (-1,986.41)

Analysis last updated: Saturday, May 31, 2025 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6292	7.24
$α$	0.1028	11.66
$β$	0.8682	81.48
$γ_{1}$	-0.0787	-5.77
$γ_{2}$	0.1476	7.25
$γ_{3}$	-0.1335	-9.65
$γ_{4}$	0.1166	8.97
$γ_{5}$	-0.0976	-5.20

Estimation Period:
Jun 29, 1994 to May 30, 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