Banque Cantonale Vaudoise Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:19,029.04 (-3,231.25)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2419 | 2.25 | |
| 0.2785 | 9.68 | |
| 0.7206 | 25.42 | |
| -9.9213 | -3.70 | |
| 15.6642 | 3.63 | |
| -8.2518 | -2.80 | |
| 2.6409 | 1.01 |
Estimation Period:
Jun 9, 2014 to Feb 20, 2026
Jun 9, 2014 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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