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 2nd, 2025:5,183.91 (-878.97)

Analysis last updated: Sunday, June 1, 2025 at 02:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5807	3.37
$α$	0.1556	12.29
$β$	0.8360	67.18
$γ_{1}$	-0.0695	-2.22
$γ_{2}$	0.1137	2.76
$γ_{3}$	-0.0817	-3.81
$γ_{4}$	0.0805	2.89

Estimation Period:
Jan 20, 1995 to May 30, 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