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 Wednesday, June 18th, 2025:730,382.00 (0.00)

Analysis last updated: Thursday, June 19, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9793	1.10
$α$	0.9893	37.92
$β$	0.0000	0.00
$γ_{1}$	26.2079	1.97
$γ_{2}$	-58.1042	-3.03
$γ_{3}$	52.0517	5.02
$γ_{4}$	-30.8677	-4.48
$γ_{5}$	21.0933	2.79
$γ_{6}$	-8.1558	-0.65
$γ_{7}$	-25.8178	-1.28
$γ_{8}$	44.1877	2.15
$γ_{9}$	-14.5731	-0.98
$γ_{10}$	-44.7762	-1.98

Estimation Period:
Jul 11, 2017 to Jun 6, 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