V-Lab: Sunic System Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Sunic System Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, September 18th, 2025:7.85 (0.35)

Analysis last updated: Thursday, September 18, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9747	5.45
$α$	0.2392	0.12
$β$	0.7608	0.37
$γ_{1}$	-0.2139	-0.06

Estimation Period:
Sep 20, 2017 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sunic System Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM