Capral Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:649,377.50 (-77,422.20)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8461 | 2.63 | |
| 0.1553 | 6.83 | |
| 0.8419 | 39.30 | |
| -0.5009 | -2.27 | |
| 0.8478 | 2.87 | |
| -0.3203 | -2.38 | |
| -0.0938 | -0.65 | |
| 0.1428 | 0.92 | |
| 0.0483 | 0.34 | |
| -0.5053 | -5.64 | |
| 0.6969 | 3.81 | |
| -1.3359 | -1.97 | |
| 3.3557 | 2.15 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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