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 Monday, September 22nd, 2025:2,769,463.00 (-3,104,531.00)

Analysis last updated: Sunday, September 21, 2025 at 04:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9329	1.01
$α$	0.6566	2.67
$β$	0.3375	1.38
$γ_{1}$	22.2763	1.48
$γ_{2}$	-51.9697	-2.43
$γ_{3}$	47.8227	3.97
$γ_{4}$	-25.0835	-3.03
$γ_{5}$	13.5226	1.73
$γ_{6}$	-3.3221	-0.40
$γ_{7}$	-27.5219	-1.63
$γ_{8}$	52.4213	2.47
$γ_{9}$	-42.4640	-2.66
$γ_{10}$	11.6697	0.85

Estimation Period:
Jul 11, 2017 to Sep 19, 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