V-Lab: Suez Canal Co for Technology Settling Spline ILLIQ Liquidity Analysis

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Suez Canal Co for Technology Settling Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 6th, 2025:14,238.92 (1,693.54)

Analysis last updated: Friday, November 7, 2025 at 04:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2440	1.42
$α$	0.0804	4.40
$β$	0.8485	20.48
$γ_{1}$	0.7191	0.71
$γ_{2}$	0.1897	0.12
$γ_{3}$	-2.2438	-2.34
$γ_{4}$	1.6734	2.97
$γ_{5}$	0.2449	0.45
$γ_{6}$	-2.4935	-3.43
$γ_{7}$	3.5733	3.95
$γ_{8}$	-1.8523	-1.75
$γ_{9}$	0.1540	0.09

Estimation Period:
Dec 27, 2006 to Oct 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM