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, June 30th, 2025:248,027.90 (-8,466.10)

Analysis last updated: Sunday, June 29, 2025 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2526	3.94
$α$	0.1201	4.22
$β$	0.7043	11.45
$γ_{1}$	-1.9816	-7.47
$γ_{2}$	2.6488	6.30
$γ_{3}$	-0.4386	-1.04
$γ_{4}$	-0.5485	-1.12
$γ_{5}$	0.5467	1.32
$γ_{6}$	-0.2984	-0.92
$γ_{7}$	0.1612	0.43
$γ_{8}$	0.2845	0.51
$γ_{9}$	-1.8488	-2.43

Estimation Period:
Apr 19, 2007 to Jun 27, 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