Bourse Direct Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:11,944,450.00 (-247,880.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6944 | 2.56 | |
| 0.0875 | 2.97 | |
| 0.9123 | 30.97 | |
| 0.0132 | 0.02 | |
| 0.8202 | 0.54 | |
| -4.4475 | -1.50 | |
| 8.7944 | 1.92 | |
| -7.7637 | -2.08 | |
| 2.9135 | 2.28 | |
| -0.2299 | -0.47 | |
| -1.5022 | -2.67 | |
| 2.9148 | 4.79 | |
| -0.8600 | -0.94 |
Estimation Period:
Nov 29, 1999 to Feb 20, 2026
Nov 29, 1999 to Feb 20, 2026
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