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 Tuesday, July 29th, 2025:6,461,277.00 (-340,540.00)

Analysis last updated: Wednesday, July 30, 2025 at 01:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0543	0.23
$β$	0.9499	13.36
$γ$	-0.0085	-0.07

Estimation Period:
Jul 11, 2017 to Jul 18, 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