Yamashin-Filter Corp Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:82.23 (9.53)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2503 | 3.41 | |
| 0.0788 | 15.47 | |
| 0.8655 | 232.42 | |
| 0.1095 | 13.37 |
Estimation Period:
Oct 8, 2014 to Feb 20, 2026
Oct 8, 2014 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Yamashin-Filter Corp Analyses
Other Asymmetric ILLIQ Analyses on International Equities