Bank of Montreal Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:130.76 (6.79)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0141 | 4.57 | |
| 0.0715 | 9.83 | |
| 0.9106 | 92.69 | |
| 0.0227 | 1.00 | |
| -0.0416 | -1.32 | |
| 0.0168 | 0.89 | |
| 0.0472 | 2.81 | |
| -0.0642 | -4.06 | |
| 0.0269 | 1.28 |
Estimation Period:
Oct 27, 1994 to Feb 20, 2026
Oct 27, 1994 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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