V-Lab: Sonam Ltd Spline ILLIQ Liquidity Analysis

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Sonam Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 12th, 2025:7,755.10 (-290.35)

Analysis last updated: Friday, December 12, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8895	4.00
$α$	0.3438	8.40
$β$	0.5558	10.90
$γ_{1}$	-3.5951	-4.89
$γ_{2}$	5.7819	5.27
$γ_{3}$	-3.7590	-4.43
$γ_{4}$	1.7253	2.06
$γ_{5}$	1.4931	1.57

Estimation Period:
Jun 14, 2018 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts