V-Lab: Scottish American Investment Co PLC/The Spline ILLIQ Liquidity Analysis

V-Lab

Scottish American Investment Co PLC/The Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:5,426.58 (1,924.74)

Analysis last updated: Sunday, June 29, 2025 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1859	10.09
$α$	0.1203	8.64
$β$	0.8512	56.69
$γ_{1}$	-0.0074	-3.76

Estimation Period:
Jan 2, 2007 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Scottish American Investment Co PLC/The Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM