V-Lab: Sitara Chemicals Spline ILLIQ Liquidity Analysis

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Sitara Chemicals Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 6th, 2025:6,738.45 (-1,218.04)

Analysis last updated: Thursday, November 6, 2025 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1995	4.92
$α$	0.1687	9.76
$β$	0.8290	51.02
$γ_{1}$	0.0012	0.00
$γ_{2}$	-0.6384	-0.81
$γ_{3}$	2.0387	6.65
$γ_{4}$	-3.1856	-8.13
$γ_{5}$	2.9769	5.56
$γ_{6}$	-1.4601	-2.98
$γ_{7}$	0.0915	0.29
$γ_{8}$	0.6185	2.77
$γ_{9}$	-1.6334	-6.38

Estimation Period:
Jul 24, 1997 to Oct 31, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sitara Chemicals Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM