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 Monday, May 25th, 2026
1 Day
1,214,306.00
decreased by 6,405.00
1 Week
1,225,196.80
increased by 4,485.80
1 Month
1,084,472.58
decreased by 136,238.42
Analysis last updated: Saturday, May 23, 2026 at 06:12 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 | 486.91 | |
| 0.0102 | 1.48 |
Estimation Period:
Dec 23, 2013 to May 22, 2026
Dec 23, 2013 to May 22, 2026
Other Sandon Capital Investments Ltd Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds