V-Lab: Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Platinum Capital Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:16,090.07 (646.00)

Analysis last updated: Thursday, July 31, 2025 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6429	7.26
$α$	0.1025	11.71
$β$	0.8689	82.25
$γ_{1}$	-0.0771	-5.69
$γ_{2}$	0.1449	7.15
$γ_{3}$	-0.1322	-9.56
$γ_{4}$	0.1175	9.01
$γ_{5}$	-0.1037	-5.65

Estimation Period:
Jun 29, 1994 to Jul 25, 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