V-Lab: Saison Technology Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Saison Technology Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:2,300.41 (-186.49)

Analysis last updated: Sunday, June 29, 2025 at 07:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5785	3.38
$α$	0.1562	12.29
$β$	0.8351	66.91
$γ_{1}$	-0.0686	-2.22
$γ_{2}$	0.1122	2.76
$γ_{3}$	-0.0803	-3.79
$γ_{4}$	0.0780	2.82

Estimation Period:
Jan 20, 1995 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Saison Technology Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM