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

V-Lab

Sherborne Investors (Guernsey) C Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:1,535,530.00 (-1,294,214.00)

Analysis last updated: Friday, May 9, 2025 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1622	1.98
$α$	0.9998	1,666.32
$β$	0.0000	0.00
$γ_{1}$	27.6052	2.05
$γ_{2}$	-60.4625	-3.12
$γ_{3}$	53.3907	5.21
$γ_{4}$	-31.3604	-4.43
$γ_{5}$	20.9648	2.50
$γ_{6}$	-6.8086	-0.48
$γ_{7}$	-27.6220	-1.29
$γ_{8}$	43.1638	2.06
$γ_{9}$	-9.6199	-0.60
$γ_{10}$	-48.2189	-1.81

Estimation Period:
Jul 11, 2017 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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