Castro Model Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Sunday, February 22nd, 2026:51,993.01 (-2,586.45)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.07 | |
| 0.0434 | 14.84 | |
| 0.9367 | 533.75 | |
| 0.0398 | 5.66 |
Estimation Period:
May 24, 2002 to Feb 20, 2026
May 24, 2002 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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