V-Lab: Sun Life Corp Spline ILLIQ Liquidity Analysis

V-Lab

Sun Life Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:14242.94 (525.35)

Analysis last updated: Friday, April 18, 2025 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6670	5.29
$α$	0.0957	10.17
$β$	0.8878	74.42
$γ_{1}$	-0.2766	-6.79
$γ_{2}$	0.4727	7.53
$γ_{3}$	-0.3679	-7.46
$γ_{4}$	0.2700	5.22
$γ_{5}$	-0.1207	-2.17
$γ_{6}$	0.0147	0.16

Estimation Period:
Dec 2, 1996 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sun Life Corp Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM