V-Lab: Sonam Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Sonam Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:10,289.81 (-473.06)

Analysis last updated: Saturday, July 5, 2025 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.24
$α$	0.1555	14.26
$β$	0.8500	110.78
$γ$	-0.0109	-0.64

Estimation Period:
Jun 14, 2018 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sonam Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM