V-Lab: Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:7,571.31 (225.31)

Analysis last updated: Saturday, August 30, 2025 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6505	7.24
$α$	0.1028	11.79
$β$	0.8692	82.93
$γ_{1}$	-0.0765	-5.64
$γ_{2}$	0.1441	7.09
$γ_{3}$	-0.1323	-9.51
$γ_{4}$	0.1196	9.10
$γ_{5}$	-0.1126	-6.21

Estimation Period:
Jun 29, 1994 to Aug 29, 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