CEPS PLC Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:106,363,300.00 (-5,900.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0280 | 2.31 | |
| 0.2734 | 1.83 | |
| 0.0334 | 0.30 | |
| 12.2159 | 0.84 | |
| -10.9700 | -0.52 | |
| -0.2453 | -0.02 | |
| -11.1272 | -0.81 | |
| 6.4625 | 0.41 | |
| 18.8879 | 1.33 | |
| -19.5438 | -1.81 | |
| -0.1547 | -0.01 | |
| -0.4415 | -0.04 | |
| 28.7493 | 1.63 |
Estimation Period:
Jan 8, 2007 to Feb 13, 2026
Jan 8, 2007 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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