3-D Matrix Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:13.64 (1.54)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8983 | 4.86 | |
| 0.2089 | 10.95 | |
| 0.7872 | 42.40 | |
| -0.0603 | -3.98 |
Estimation Period:
Oct 24, 2011 to Feb 20, 2026
Oct 24, 2011 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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