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 Thursday, May 8th, 2025:47,214.40 (-5,626.88)

Analysis last updated: Thursday, May 8, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9076	1.28
$α$	0.0823	4.41
$β$	0.8451	22.17
$γ_{1}$	-0.6304	-0.57
$γ_{2}$	2.4534	1.83
$γ_{3}$	-3.0677	-4.47
$γ_{4}$	0.8272	0.83
$γ_{5}$	0.9367	0.83
$γ_{6}$	-0.0781	-0.08
$γ_{7}$	-2.9595	-3.04
$γ_{8}$	5.0095	4.66
$γ_{9}$	-3.2045	-2.23
$γ_{10}$	1.7383	0.75

Estimation Period:
Dec 27, 2006 to Apr 30, 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