COPT Defense Properties Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:262.52 (11.43)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1201 | 3.22 | |
| 0.0735 | 6.41 | |
| 0.9148 | 71.12 | |
| -0.6257 | -7.60 | |
| 0.8542 | 7.19 | |
| -0.2796 | -4.02 | |
| 0.1286 | 2.39 | |
| -0.0539 | -1.05 | |
| -0.0614 | -1.18 | |
| 0.0937 | 1.76 | |
| -0.0859 | -1.48 | |
| -0.0292 | -0.35 |
Estimation Period:
Jan 1, 1992 to Feb 20, 2026
Jan 1, 1992 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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