Ve Wong Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:19,424.20 (-1,597.54)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7794 | 7,793,860.00 | |
| 0.1479 | 1,478,780.00 | |
| 0.8521 | 8,521,180.00 | |
| 0.6429 | 6,429,010.00 | |
| -1.4318 | -14,317,730.00 | |
| 1.0575 | 10,574,510.00 | |
| -0.2352 | -2,352,440.00 | |
| 0.3674 | 3,673,890.00 | |
| -0.6770 | -6,769,820.00 | |
| 0.1781 | 1,780,690.00 |
Estimation Period:
May 23, 1994 to Feb 11, 2026
May 23, 1994 to Feb 11, 2026
News Impact Curve
Liquidity Forecasts
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