V-Lab: Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:12,773.69 (-1,217.15)

Analysis last updated: Wednesday, June 18, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6332	7.25
$α$	0.1031	11.69
$β$	0.8679	81.46
$γ_{1}$	-0.0783	-5.75
$γ_{2}$	0.1470	7.23
$γ_{3}$	-0.1334	-9.65
$γ_{4}$	0.1172	9.02
$γ_{5}$	-0.1005	-5.38

Estimation Period:
Jun 29, 1994 to Jun 13, 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