V-Lab: Sonam Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Sonam Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:12,563.50 (-3,138.22)

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
$ω$	1.1224	4.02
$α$	0.3702	8.59
$β$	0.5556	11.43
$γ_{1}$	-2.4036	-4.33
$γ_{2}$	4.0593	5.08
$γ_{3}$	-3.4361	-6.59
$γ_{4}$	3.6065	4.36

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts