NH Investment & Securities Co Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:0.79 (-0.10)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8532 | 5.94 | |
| 0.1674 | 1.97 | |
| 0.8324 | 9.92 | |
| 0.2481 | 0.34 | |
| -0.5811 | -0.52 | |
| 0.0787 | 0.12 | |
| -0.3858 | -0.35 | |
| 3.1797 | 0.93 | |
| -4.7428 | -1.13 | |
| 3.1425 | 1.21 | |
| -1.2751 | -1.14 | |
| 0.4051 | 1.10 | |
| -0.2139 | -1.24 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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