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

V-Lab

Suez Canal Co for Technology Settling Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 1st, 2025:27,901.20 (-2,349.72)

Analysis last updated: Friday, May 30, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0485	1.52
$α$	0.0816	4.37
$β$	0.8384	20.27
$γ_{1}$	-0.0121	-0.01
$γ_{2}$	1.5756	1.27
$γ_{3}$	-2.7443	-4.05
$γ_{4}$	0.7720	0.86
$γ_{5}$	0.9723	0.93
$γ_{6}$	-0.2470	-0.25
$γ_{7}$	-2.7122	-2.56
$γ_{8}$	4.8662	4.12
$γ_{9}$	-3.1885	-2.33
$γ_{10}$	1.6497	0.71

Estimation Period:
Dec 27, 2006 to May 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Suez Canal Co for Technology Settling Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM