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, November 3rd, 2025:19,846.98 (-2,590.80)

Analysis last updated: Sunday, November 2, 2025 at 05:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2547	4.07
$α$	0.1197	4.34
$β$	0.6962	11.20
$γ_{1}$	-1.9411	-7.95
$γ_{2}$	2.6365	6.99
$γ_{3}$	-0.5171	-1.42
$γ_{4}$	-0.4731	-1.09
$γ_{5}$	0.5181	1.35
$γ_{6}$	-0.2990	-0.97
$γ_{7}$	0.2051	0.57
$γ_{8}$	0.1661	0.30
$γ_{9}$	-2.3651	-2.56

Estimation Period:
Apr 19, 2007 to Oct 31, 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