V-Lab: Sonam Ltd Spline ILLIQ Liquidity Analysis

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Sonam Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:8,020.54 (-671.17)

Analysis last updated: Sunday, November 16, 2025 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8832	3.98
$α$	0.3467	8.39
$β$	0.5521	10.67
$γ_{1}$	-3.6641	-4.85
$γ_{2}$	5.8462	5.16
$γ_{3}$	-3.6673	-4.15
$γ_{4}$	1.4732	1.75
$γ_{5}$	1.8230	2.04

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts