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

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Sherborne Investors (Guernsey) C Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, October 31st, 2025:22,534,700.00 (-122,260.00)

Analysis last updated: Saturday, November 1, 2025 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9001	1.00
$α$	0.6562	2.61
$β$	0.3379	1.35
$γ_{1}$	20.8033	1.41
$γ_{2}$	-49.3866	-2.34
$γ_{3}$	45.9329	3.76
$γ_{4}$	-23.5296	-2.72
$γ_{5}$	12.1561	1.46
$γ_{6}$	-2.8473	-0.42
$γ_{7}$	-27.6126	-1.94
$γ_{8}$	55.8952	2.83
$γ_{9}$	-54.4931	-3.42
$γ_{10}$	42.6665	3.15

Estimation Period:
Jul 11, 2017 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM