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 Sunday, October 26th, 2025:14,325.25 (684.78)

Analysis last updated: Friday, October 24, 2025 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2422	1.42
$α$	0.0802	4.38
$β$	0.8485	20.43
$γ_{1}$	0.7206	0.71
$γ_{2}$	0.1867	0.12
$γ_{3}$	-2.2413	-2.33
$γ_{4}$	1.6717	2.97
$γ_{5}$	0.2474	0.45
$γ_{6}$	-2.4990	-3.44
$γ_{7}$	3.5845	3.96
$γ_{8}$	-1.8755	-1.76
$γ_{9}$	0.2517	0.14

Estimation Period:
Dec 27, 2006 to Oct 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM