Sandon Capital Investments Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, June 16th, 2026
1 Day
1,153,219.00
decreased by 1,868.00
1 Week
1,159,834.00
increased by 4,747.00
1 Month
1,191,073.65
increased by 35,986.65
Analysis last updated: Tuesday, June 16, 2026 at 06:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0002 | 0.15 | |
| 0.9947 | 506.74 | |
| 0.0102 | 1.48 |
Estimation Period:
Dec 23, 2013 to Jun 12, 2026
Dec 23, 2013 to Jun 12, 2026
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