Carlos Casado Sa Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, October 21st, 2025:72,785.74 (-4,139.49)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.9475 | 449,474,900.00 | |
| 0.0766 | 766,420.00 | |
| 0.9234 | 9,233,560.00 | |
| -1.1655 | -11,655,150.00 | |
| 1.4743 | 14,743,490.00 | |
| 0.9571 | 9,570,660.00 | |
| -2.3404 | -23,404,280.00 | |
| 1.7667 | 17,666,750.00 | |
| -1.3275 | -13,274,860.00 | |
| 2.9912 | 29,911,840.00 | |
| -5.7012 | -57,012,170.00 | |
| 5.1106 | 51,105,700.00 | |
| -1.2252 | -12,252,340.00 |
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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