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

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Sandon Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:204,406.90 (-49,238.10)

Analysis last updated: Saturday, November 29, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4042	3.62
$α$	0.1287	2.11
$β$	0.0000	0.00
$γ_{1}$	-1.1006	-1.17
$γ_{2}$	1.1416	0.87
$γ_{3}$	0.2521	0.31
$γ_{4}$	-0.8874	-1.03
$γ_{5}$	1.2940	1.67
$γ_{6}$	-2.0043	-3.51
$γ_{7}$	3.8832	6.52
$γ_{8}$	-3.8857	-5.53
$γ_{9}$	-0.2031	-0.12
$γ_{10}$	2.1249	0.67

Estimation Period:
Dec 23, 2013 to Nov 21, 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