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, June 26th, 2025:20,176.46 (1,578.26)

Analysis last updated: Thursday, June 26, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8762	1.35
$α$	0.0829	4.34
$β$	0.8333	20.75
$γ_{1}$	-0.5795	-0.54
$γ_{2}$	2.3353	1.75
$γ_{3}$	-3.0345	-4.78
$γ_{4}$	0.9275	1.08
$γ_{5}$	0.9161	0.90
$γ_{6}$	-0.3084	-0.31
$γ_{7}$	-2.5757	-2.31
$γ_{8}$	4.7527	3.78
$γ_{9}$	-3.1052	-2.30
$γ_{10}$	1.3337	0.60

Estimation Period:
Dec 27, 2006 to Jun 19, 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