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, August 4th, 2025:5,064.37 (1,977.23)

Analysis last updated: Monday, August 4, 2025 at 06:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1877	10.11
$α$	0.1190	8.62
$β$	0.8527	57.29
$γ_{1}$	-0.0073	-3.74

Estimation Period:
Jan 2, 2007 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM