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, April 7th, 2026
1 Day
1,080,477.00
decreased by 4,637.00
1 Week
1,085,502.00
increased by 388.00
1 Month
1,120,074.05
increased by 34,960.05
Analysis last updated: Friday, April 3, 2026 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0002 | 0.15 | |
| 0.9947 | 390.52 | |
| 0.0104 | 1.64 |
Estimation Period:
Dec 23, 2013 to Apr 2, 2026
Dec 23, 2013 to Apr 2, 2026
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