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 1st, 2025:37,237.05 (-860.49)

Analysis last updated: Sunday, August 31, 2025 at 02:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2492	4.03
$α$	0.1180	4.24
$β$	0.6928	10.84
$γ_{1}$	-1.9759	-7.87
$γ_{2}$	2.6619	6.79
$γ_{3}$	-0.4853	-1.26
$γ_{4}$	-0.5024	-1.11
$γ_{5}$	0.5177	1.32
$γ_{6}$	-0.2752	-0.87
$γ_{7}$	0.1398	0.38
$γ_{8}$	0.3234	0.57
$γ_{9}$	-2.4184	-2.87

Estimation Period:
Apr 19, 2007 to Aug 29, 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