V-Lab: Nanosonics Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Nanosonics Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:5,069.73 (174.49)

Analysis last updated: Thursday, May 8, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4640	0.01
$α$	0.1177	0.00
$β$	0.8823	0.02
$γ_{1}$	-0.4273	-0.01
$γ_{2}$	0.5298	0.01
$γ_{3}$	-0.0680	-0.00

Estimation Period:
May 17, 2007 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nanosonics Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM