V-Lab: Sunautas Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Sunautas Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:102.65 (-0.12)

Analysis last updated: Thursday, May 8, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4732	3.93
$α$	0.1549	11.52
$β$	0.8354	51.92
$γ_{1}$	-0.0902	-0.65
$γ_{2}$	0.4888	2.39
$γ_{3}$	-1.0780	-7.71
$γ_{4}$	1.1553	7.82
$γ_{5}$	-0.7774	-5.58
$γ_{6}$	0.5268	3.59
$γ_{7}$	-0.4884	-2.36

Estimation Period:
Jan 4, 2000 to May 2, 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