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 Thursday, November 27th, 2025:35,520,510.00 (-528,300.00)

Analysis last updated: Friday, November 28, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8650	1.01
$α$	0.6951	2.97
$β$	0.2983	1.29
$γ_{1}$	19.6302	1.38
$γ_{2}$	-47.2158	-2.30
$γ_{3}$	44.3526	3.62
$γ_{4}$	-22.7252	-2.57
$γ_{5}$	12.1492	1.37
$γ_{6}$	-3.9773	-0.66
$γ_{7}$	-25.9846	-2.24
$γ_{8}$	56.3058	3.14
$γ_{9}$	-59.0529	-3.78
$γ_{10}$	52.5051	4.70

Estimation Period:
Jul 11, 2017 to Nov 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM