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, April 27th, 2026
1 Day
1,014,913.00
decreased by 2,683.00
1 Week
1,023,593.60
increased by 5,997.60
1 Month
1,055,249.58
increased by 37,653.58
Analysis last updated: Saturday, April 25, 2026 at 06:20 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 | |
| 0.9946 | 419.66 | |
| 0.0105 | 1.61 |
Estimation Period:
Dec 23, 2013 to Apr 24, 2026
Dec 23, 2013 to Apr 24, 2026
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