V-Lab: Sparekassen Sjaelland-Fyn AS Asymmetric ILLIQ Liquidity Analysis

V-Lab

Sparekassen Sjaelland-Fyn AS Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 31st, 2025:3,781.78 (17.22)

Analysis last updated: Thursday, July 31, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.95
$α$	0.0353	15.76
$β$	0.9459	528.16
$γ$	0.0375	6.43

Estimation Period:
Dec 3, 2015 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sparekassen Sjaelland-Fyn AS Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM