V-Lab: Sherborne Investors (Guernsey) C Limited Asymmetric ILLIQ Liquidity Analysis

V-Lab

Sherborne Investors (Guernsey) C Limited Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:4,320,156.00 (-229,227.00)

Analysis last updated: Friday, May 30, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0542	0.23
$β$	0.9496	13.05
$γ$	-0.0076	-0.06

Estimation Period:
Jul 11, 2017 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sherborne Investors (Guernsey) C Limited Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM