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 Wednesday, July 30th, 2025:73,545.93 (-910.72)

Analysis last updated: Thursday, July 31, 2025 at 02:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2515	3.98
$α$	0.1200	4.23
$β$	0.6987	11.16
$γ_{1}$	-1.9792	-7.63
$γ_{2}$	2.6541	6.49
$γ_{3}$	-0.4576	-1.12
$γ_{4}$	-0.5293	-1.12
$γ_{5}$	0.5328	1.31
$γ_{6}$	-0.2825	-0.88
$γ_{7}$	0.1371	0.36
$γ_{8}$	0.3370	0.59
$γ_{9}$	-2.1889	-2.75

Estimation Period:
Apr 19, 2007 to Jul 25, 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