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 Thursday, November 13th, 2025:11,033.19 (127.12)

Analysis last updated: Friday, November 14, 2025 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2560	4.08
$α$	0.1188	4.34
$β$	0.6992	11.34
$γ_{1}$	-1.9372	-7.93
$γ_{2}$	2.6318	6.97
$γ_{3}$	-0.5162	-1.41
$γ_{4}$	-0.4733	-1.09
$γ_{5}$	0.5184	1.35
$γ_{6}$	-0.2992	-0.97
$γ_{7}$	0.2057	0.57
$γ_{8}$	0.1647	0.30
$γ_{9}$	-2.3609	-2.57

Estimation Period:
Apr 19, 2007 to Nov 7, 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