Rossmax Intl Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:4,046.41 (771.10)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7648 | 1.97 | |
| 0.3155 | 5.09 | |
| 0.6833 | 10.87 | |
| 0.1800 | 0.39 | |
| -8.7276 | -2.39 | |
| 27.0496 | 2.43 | |
| -32.0211 | -2.45 | |
| 18.3838 | 2.41 | |
| -6.4837 | -2.17 | |
| 1.6486 | 1.76 | |
| -0.0938 | -0.43 | |
| 0.4941 | 2.20 | |
| -0.7763 | -2.37 |
Estimation Period:
Sep 2, 2003 to Feb 11, 2026
Sep 2, 2003 to Feb 11, 2026
News Impact Curve
Liquidity Forecasts
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