V-Lab: Tetragon Financial Group Ltd/Fund Spline ILLIQ Liquidity Analysis

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Tetragon Financial Group Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:42,900.42 (-13,507.12)

Analysis last updated: Sunday, October 12, 2025 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2529	4.06
$α$	0.1248	4.39
$β$	0.6849	10.83
$γ_{1}$	-1.9597	-7.93
$γ_{2}$	2.6531	6.91
$γ_{3}$	-0.5052	-1.35
$γ_{4}$	-0.4884	-1.11
$γ_{5}$	0.5245	1.35
$γ_{6}$	-0.2970	-0.95
$γ_{7}$	0.1866	0.51
$γ_{8}$	0.2190	0.39
$γ_{9}$	-2.3554	-2.64

Estimation Period:
Apr 19, 2007 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tetragon Financial Group Ltd/Fund Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM