V-Lab: Sonam Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Sonam Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:8,701.91 (-1,072.67)

Analysis last updated: Thursday, May 8, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0696	3.93
$α$	0.3732	8.53
$β$	0.5536	11.28
$γ_{1}$	-2.6951	-4.53
$γ_{2}$	4.5374	5.29
$γ_{3}$	-3.7251	-5.97
$γ_{4}$	3.5092	3.26

Estimation Period:
Jun 14, 2018 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts