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 Thursday, May 8th, 2025:1,199,900.00 (19,893.00)

Analysis last updated: Thursday, May 8, 2025 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2619	3.83
$α$	0.1230	4.31
$β$	0.7243	12.87
$γ_{1}$	-1.9724	-6.93
$γ_{2}$	2.6158	5.68
$γ_{3}$	-0.3827	-0.81
$γ_{4}$	-0.6067	-1.13
$γ_{5}$	0.5956	1.34
$γ_{6}$	-0.3530	-1.06
$γ_{7}$	0.2345	0.64
$γ_{8}$	0.1587	0.30
$γ_{9}$	-1.2188	-1.89

Estimation Period:
Apr 19, 2007 to May 2, 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