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 Wednesday, July 30th, 2025:2,215,187.00 (-879,448.00)

Analysis last updated: Thursday, July 31, 2025 at 03:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9714	1.02
$α$	0.6965	3.08
$β$	0.2969	1.33
$γ_{1}$	25.5718	1.64
$γ_{2}$	-57.5767	-2.63
$γ_{3}$	51.6615	4.46
$γ_{4}$	-28.1704	-3.62
$γ_{5}$	16.2041	2.02
$γ_{6}$	-3.8724	-0.31
$γ_{7}$	-28.3957	-1.33
$γ_{8}$	48.2693	2.07
$γ_{9}$	-26.8433	-1.58
$γ_{10}$	-15.2358	-0.70

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM