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

V-Lab

Sandon Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 23rd, 2025:1,026,670.00 (-30,965.00)

Analysis last updated: Saturday, June 21, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4023	3.45
$α$	0.1349	2.05
$β$	0.0000	0.00
$γ_{1}$	-1.0474	-0.99
$γ_{2}$	0.9383	0.63
$γ_{3}$	0.6448	0.63
$γ_{4}$	-1.5074	-1.42
$γ_{5}$	2.1749	2.44
$γ_{6}$	-2.9718	-3.63
$γ_{7}$	4.0314	3.84
$γ_{8}$	-2.2267	-1.23
$γ_{9}$	-2.3867	-0.76
$γ_{10}$	3.4427	0.76

Estimation Period:
Dec 23, 2013 to Jun 20, 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