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

V-Lab

Sandon Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:416,673.90 (-4,732.70)

Analysis last updated: Saturday, August 30, 2025 at 08:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4037	3.53
$α$	0.1352	2.13
$β$	0.0000	0.00
$γ_{1}$	-1.0625	-1.06
$γ_{2}$	1.0083	0.72
$γ_{3}$	0.5061	0.55
$γ_{4}$	-1.3082	-1.36
$γ_{5}$	1.9185	2.36
$γ_{6}$	-2.7197	-4.06
$γ_{7}$	4.1438	5.18
$γ_{8}$	-3.0724	-2.23
$γ_{9}$	-1.3778	-0.51
$γ_{10}$	2.5753	0.62

Estimation Period:
Dec 23, 2013 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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