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

Skip to main content

V-Lab

Sandon Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:293,371.70 (47.50)

Analysis last updated: Saturday, October 11, 2025 at 08:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7241	5.29
$α$	0.0000	0.00
$β$	0.9997	5.10
$γ_{1}$	-1.2939	-0.05
$γ_{2}$	1.2511	0.09
$γ_{3}$	0.5544	0.08
$γ_{4}$	-1.3053	-0.45
$γ_{5}$	1.6868	0.85
$γ_{6}$	-2.4095	-1.82
$γ_{7}$	4.2866	5.51
$γ_{8}$	-4.2050	-3.77
$γ_{9}$	0.2123	0.07
$γ_{10}$	1.3749	0.29

Estimation Period:
Dec 23, 2013 to Oct 10, 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