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 Monday, October 13th, 2025:35,453,790.00 (-25,108,190.00)

Analysis last updated: Sunday, October 12, 2025 at 03:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8993	0.99
$α$	0.6533	2.59
$β$	0.3408	1.36
$γ_{1}$	20.7985	1.41
$γ_{2}$	-49.3858	-2.34
$γ_{3}$	45.9347	3.76
$γ_{4}$	-23.5047	-2.71
$γ_{5}$	12.1010	1.45
$γ_{6}$	-2.7814	-0.41
$γ_{7}$	-27.7089	-1.94
$γ_{8}$	56.1583	2.83
$γ_{9}$	-55.2274	-3.41
$γ_{10}$	44.8266	2.85

Estimation Period:
Jul 11, 2017 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM