Cavendish PLC Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:226,016.70 (-23,295.80)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4677 | 1.91 | |
| 0.1261 | 3.01 | |
| 0.8736 | 20.95 | |
| -9.5356 | -0.84 | |
| 20.7029 | 0.92 | |
| -4.5658 | -0.24 | |
| -8.5340 | -0.52 | |
| -19.4583 | -1.69 | |
| 46.1202 | 2.28 | |
| -33.8037 | -2.22 | |
| 7.2927 | 1.29 | |
| 3.0751 | 0.58 | |
| -2.1812 | -0.47 |
Estimation Period:
Mar 29, 2007 to Feb 20, 2026
Mar 29, 2007 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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