Agabang & Co Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:9.64 (-1.15)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 6.61 | |
| 0.0865 | 25.33 | |
| 0.8416 | 414.79 | |
| 0.1418 | 26.46 |
Estimation Period:
Aug 12, 2003 to Feb 20, 2026
Aug 12, 2003 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Agabang & Co Analyses
Other Asymmetric ILLIQ Analyses on International Equities