C&R Research Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:86.13 (-11.53)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9577 | 0.49 | |
| 0.3376 | 0.29 | |
| 0.8312 | 10.97 | |
| -0.3376 | -0.27 |
Estimation Period:
Sep 23, 2020 to Feb 20, 2026
Sep 23, 2020 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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