SAXA Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:130.72 (-3.48)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1339 | 17.02 | |
| 0.1214 | 46.23 | |
| 0.8307 | 545.45 | |
| 0.0958 | 22.34 |
Estimation Period:
Oct 1, 1992 to Feb 20, 2026
Oct 1, 1992 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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