Carlos Casado Sa Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, October 21st, 2025:27,922.97 (-3,953.43)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.03 | |
| 0.0525 | 4.41 | |
| 0.8721 | 26.00 | |
| 0.1506 | 1.13 |
Estimation Period:
Jul 29, 1994 to Oct 17, 2025
Jul 29, 1994 to Oct 17, 2025
News Impact Curve
Liquidity Forecasts
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