Nomura Research Institute ILLIQ-MFMEM Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:1.45 (0.09)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0859 | 1.99 | |
| 0.8673 | 57.34 | |
| -0.0859 | -0.76 | |
| 0.0000 | 0.00 | |
| 0.0309 | 5.64 | |
| 0.9685 | 45.28 |
Estimation Period:
Dec 18, 2001 to Feb 20, 2026
Dec 18, 2001 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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