V-Lab: Sacheerome Limited Spline ILLIQ Liquidity Analysis

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Sacheerome Limited Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:7,505.19 (2,707.03)

Analysis last updated: Sunday, December 7, 2025 at 02:43 AM UTC

Date Range:

from

to

6M ·

Parameter Estimates

	param	t-stat
$ω$	1.0596	6.37
$α$	0.1336	1.33
$β$	0.6828	2.42
$γ_{1}$	-2.8640	-0.43

Estimation Period:
Jun 16, 2025 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sacheerome Limited Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM