V-Lab: Sonam Ltd Spline ILLIQ Liquidity Analysis

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Sonam Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 27th, 2025:20,486.10 (6,147.91)

Analysis last updated: Sunday, October 26, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8769	3.98
$α$	0.3487	8.33
$β$	0.5484	10.45
$γ_{1}$	-3.7159	-4.80
$γ_{2}$	5.8737	5.03
$γ_{3}$	-3.5302	-3.86
$γ_{4}$	1.1576	1.37
$γ_{5}$	2.3154	2.62

Estimation Period:
Jun 14, 2018 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts