Sho-Bond Holdings Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:6.97 (0.40)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0755 | 8.42 | |
| 0.0667 | 30.81 | |
| 0.9067 | 661.32 | |
| 0.0532 | 15.42 |
Estimation Period:
Oct 1, 1992 to Feb 20, 2026
Oct 1, 1992 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Sho-Bond Holdings Analyses
Other Asymmetric ILLIQ Analyses on International Equities