Banque Cantonale Vaudoise Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:16,480.99 (-1,744.18)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.04 | |
| 0.1246 | 3.70 | |
| 0.8771 | 80.20 | |
| -0.0033 | -0.07 |
Estimation Period:
Jun 9, 2014 to Feb 13, 2026
Jun 9, 2014 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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