Catella AB Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, December 24th, 2025:4,190.87 (-325.22)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1722 | 3.70 | |
| 0.1014 | 6.25 | |
| 0.8984 | 55.21 | |
| -0.5009 | -2.00 | |
| 0.9726 | 2.43 | |
| -1.5179 | -3.22 | |
| 2.2421 | 2.82 | |
| -1.2579 | -1.75 | |
| -0.7575 | -1.76 | |
| 1.4395 | 5.23 | |
| -0.7550 | -4.34 | |
| 0.0124 | 0.05 |
Estimation Period:
Dec 4, 1992 to Dec 19, 2025
Dec 4, 1992 to Dec 19, 2025
News Impact Curve
Liquidity Forecasts
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