Guoyuan Securities Co Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, February 25th, 2026:44.22 (4.87)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6408 | 1.87 | |
| 0.2366 | 0.26 | |
| 0.7633 | 0.84 | |
| -2.5767 | -0.17 | |
| 6.3433 | 0.20 | |
| -2.1070 | -0.09 | |
| -7.2799 | -0.77 | |
| 9.8135 | 0.46 | |
| -6.3560 | -1.37 | |
| 3.8661 | 0.12 | |
| -2.8354 | -0.10 | |
| 1.4295 | 0.17 | |
| -0.5794 | -1.24 |
Estimation Period:
Jun 16, 1997 to Feb 13, 2026
Jun 16, 1997 to Feb 13, 2026
News Impact Curve
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