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, August 28th, 2025:11,360,220.00 (10,589,571.40)

Analysis last updated: Thursday, August 28, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9470	1.03
$α$	0.7214	3.40
$β$	0.2718	1.30
$γ_{1}$	24.0598	1.59
$γ_{2}$	-54.8831	-2.56
$γ_{3}$	49.7705	4.25
$γ_{4}$	-26.9760	-3.46
$γ_{5}$	15.5014	2.09
$γ_{6}$	-4.2489	-0.43
$γ_{7}$	-27.2757	-1.45
$γ_{8}$	49.0863	2.25
$γ_{9}$	-30.6046	-1.97
$γ_{10}$	-15.0636	-0.86

Estimation Period:
Jul 11, 2017 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Historical ILLIQ
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