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, June 27th, 2025:4,087,368.00 (1,199,426.00)

Analysis last updated: Saturday, June 28, 2025 at 01:06 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
$β$	0.9494	13.19
$γ$	-0.0072	-0.06

Estimation Period:
Jul 11, 2017 to Jun 20, 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