Cogstate Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:362,212.00 (-10,833.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1118 | 2.56 | |
| 0.3162 | 3.78 | |
| 0.6049 | 10.54 | |
| -0.1986 | -0.48 | |
| -0.2900 | -0.40 | |
| 1.0534 | 1.62 | |
| -1.4339 | -2.22 | |
| 1.7323 | 2.67 | |
| -1.1094 | -1.98 | |
| -0.5141 | -1.26 | |
| 1.6763 | 4.70 | |
| -0.7428 | -1.38 | |
| -1.8219 | -1.69 |
Estimation Period:
Feb 13, 2004 to Feb 20, 2026
Feb 13, 2004 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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