Carlos Casado Sa Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, March 20th, 2026:6,367.70 (-135.36)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 100.0000 | 1,000,000,000.00 | |
| 0.0984 | 984,350.00 | |
| 0.9016 | 9,015,640.00 | |
| 0.1846 | 1,846,480.00 | |
| 0.0016 | 15,900.00 | |
| -0.5526 | -5,525,580.00 | |
| 0.5210 | 5,210,440.00 | |
| 0.0129 | 128,670.00 | |
| -0.5758 | -5,758,390.00 | |
| 1.0814 | 10,813,550.00 | |
| -2.4417 | -24,417,340.00 | |
| 4.0431 | 40,430,550.00 | |
| -3.2295 | -32,295,340.00 |
Estimation Period:
Jul 29, 1994 to Mar 13, 2026
Jul 29, 1994 to Mar 13, 2026
News Impact Curve
Liquidity Forecasts
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