V-Lab: Nanosonics Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Nanosonics Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:6,098.49 (-245.69)

Analysis last updated: Saturday, May 17, 2025 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9968	0.01
$α$	0.1169	0.00
$β$	0.8831	0.01
$γ_{1}$	0.5188	0.00
$γ_{2}$	-1.4695	-0.00
$γ_{3}$	1.3793	0.05
$γ_{4}$	-0.4999	-0.01
$γ_{5}$	0.2199	0.00
$γ_{6}$	-0.3115	-0.01

Estimation Period:
May 17, 2007 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Nanosonics Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM