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 Friday, May 30th, 2025:144,013.30 (0.00)

Analysis last updated: Friday, May 30, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9929	1.12
$α$	0.9896	39.51
$β$	0.0000	0.00
$γ_{1}$	26.2334	1.97
$γ_{2}$	-58.1426	-3.03
$γ_{3}$	52.0773	5.03
$γ_{4}$	-30.8971	-4.49
$γ_{5}$	21.1266	2.79
$γ_{6}$	-8.1984	-0.65
$γ_{7}$	-25.6869	-1.27
$γ_{8}$	43.7557	2.12
$γ_{9}$	-13.5224	-0.89
$γ_{10}$	-48.6612	-2.03

Estimation Period:
Jul 11, 2017 to May 23, 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