Doumob Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 16th, 2026:1,640,654.00 (-55.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8538 | 4.56 | |
| 0.4281 | 8.30 | |
| 0.5716 | 11.07 | |
| 8.1860 | 0.84 | |
| -18.2415 | -1.31 | |
| 12.7443 | 1.88 | |
| -2.8839 | -0.67 | |
| 4.3013 | 0.83 | |
| -12.1427 | -2.20 | |
| 13.8625 | 2.57 | |
| -11.0085 | -2.29 | |
| 11.4238 | 1.80 | |
| -25.8710 | -1.98 |
Estimation Period:
Mar 14, 2019 to Feb 13, 2026
Mar 14, 2019 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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