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

V-Lab

Sandon Capital Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:952,633.20 (158.00)

Analysis last updated: Thursday, July 31, 2025 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7245	5.12
$α$	0.0000	0.00
$β$	0.9997	6.40
$γ_{1}$	-1.2890	-0.05
$γ_{2}$	1.1745	0.10
$γ_{3}$	0.7408	0.13
$γ_{4}$	-1.5732	-0.70
$γ_{5}$	2.0310	0.90
$γ_{6}$	-2.7705	-2.72
$γ_{7}$	4.2230	2.96
$γ_{8}$	-3.1602	-1.71
$γ_{9}$	-1.2818	-0.39
$γ_{10}$	3.0249	0.68

Estimation Period:
Dec 23, 2013 to Jul 25, 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