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, June 27th, 2025:24,586,260.00 (24,529,371.58)

Analysis last updated: Saturday, June 28, 2025 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9547	1.11
$α$	0.9894	38.41
$β$	0.0000	0.00
$γ_{1}$	24.5920	1.89
$γ_{2}$	-55.3733	-2.94
$γ_{3}$	50.4131	4.82
$γ_{4}$	-30.0930	-4.43
$γ_{5}$	20.9769	3.06
$γ_{6}$	-9.3161	-0.85
$γ_{7}$	-24.0216	-1.28
$γ_{8}$	44.7672	2.25
$γ_{9}$	-18.3719	-1.29
$γ_{10}$	-46.8874	-2.21

Estimation Period:
Jul 11, 2017 to Jun 20, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sherborne Investors (Guernsey) C Limited Analyses
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Historical ILLIQ
ILLIQ-MFMEM