V-Lab: Sandon Capital Investments Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Sandon Capital Investments Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:699,343.10 (-52,326.30)

Analysis last updated: Tuesday, July 29, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.1467	0.72
$β$	0.9118	22.77
$γ$	-0.1169	-0.58

Estimation Period:
Dec 23, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sandon Capital Investments Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM