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, June 18th, 2025:403,120.70 (-12,243.30)

Analysis last updated: Thursday, June 19, 2025 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2546	3.88
$α$	0.1201	4.22
$β$	0.7129	11.95
$γ_{1}$	-1.9815	-7.27
$γ_{2}$	2.6402	6.06
$γ_{3}$	-0.4185	-0.95
$γ_{4}$	-0.5684	-1.12
$γ_{5}$	0.5613	1.32
$γ_{6}$	-0.3141	-0.96
$γ_{7}$	0.1819	0.49
$γ_{8}$	0.2481	0.45
$γ_{9}$	-1.6130	-2.24

Estimation Period:
Apr 19, 2007 to Jun 13, 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