V-Lab: Sunautas Co Ltd Spline ILLIQ Liquidity Analysis

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Sunautas Co Ltd Spline ILLIQ Liquidity Analysis

This asset is not actively trading

Analysis last updated: Sunday, August 17, 2025 at 04:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4574	4.04
$α$	0.1508	11.04
$β$	0.8378	50.48
$γ_{1}$	-0.0374	-0.29
$γ_{2}$	0.3959	2.00
$γ_{3}$	-1.0187	-7.53
$γ_{4}$	1.1455	7.81
$γ_{5}$	-0.8011	-5.77
$γ_{6}$	0.5609	3.85
$γ_{7}$	-0.3785	-1.92

Estimation Period:
Jan 4, 2000 to Aug 15, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sunautas Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM