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

V-Lab

Tetragon Financial Group Ltd/Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:32,365.89 (2,918.20)

Analysis last updated: Sunday, September 21, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2511	4.04
$α$	0.1179	4.26
$β$	0.6952	10.98
$γ_{1}$	-1.9654	-7.86
$γ_{2}$	2.6523	6.81
$γ_{3}$	-0.4906	-1.28
$γ_{4}$	-0.4969	-1.11
$γ_{5}$	0.5187	1.33
$γ_{6}$	-0.2814	-0.90
$γ_{7}$	0.1561	0.42
$γ_{8}$	0.2836	0.50
$γ_{9}$	-2.3733	-2.76

Estimation Period:
Apr 19, 2007 to Sep 19, 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