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 Monday, November 10th, 2025:231,545.70 (5,070.10)

Analysis last updated: Saturday, November 8, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4046	3.61
$α$	0.1320	2.15
$β$	0.0000	0.00
$γ_{1}$	-1.0930	-1.15
$γ_{2}$	1.1175	0.84
$γ_{3}$	0.2961	0.35
$γ_{4}$	-0.9634	-1.10
$γ_{5}$	1.4133	1.81
$γ_{6}$	-2.1467	-3.75
$γ_{7}$	3.9472	6.62
$γ_{8}$	-3.7484	-4.74
$γ_{9}$	-0.4259	-0.23
$γ_{10}$	2.1837	0.65

Estimation Period:
Dec 23, 2013 to Nov 7, 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