V-Lab: Nanosonics Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Nanosonics Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:5,412.77 (-451.68)

Analysis last updated: Saturday, September 13, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4975	0.01
$α$	0.1162	0.00
$β$	0.8838	0.02
$γ_{1}$	-0.4218	-0.00
$γ_{2}$	0.5374	0.00
$γ_{3}$	-0.1034	-0.00

Estimation Period:
May 17, 2007 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nanosonics Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM