Castellum AB Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:85.09 (-2.46)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2722 | 4.90 | |
| 0.0406 | 19.25 | |
| 0.9439 | 625.94 | |
| 0.0309 | 7.57 |
Estimation Period:
May 23, 1997 to Feb 13, 2026
May 23, 1997 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
Other Castellum AB Analyses
Other Asymmetric ILLIQ Analyses on International Equities