Cmo Pcl Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:2,889,421.00 (-131,234.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2680 | 0.02 | |
| 0.1901 | 0.00 | |
| 0.8099 | 0.01 | |
| 0.6168 | 0.00 | |
| -4.0138 | -0.01 | |
| 6.6288 | 0.09 | |
| -2.5265 | -0.00 | |
| -2.5743 | -0.00 | |
| 5.5518 | 0.00 |
Estimation Period:
Oct 8, 2004 to Feb 20, 2026
Oct 8, 2004 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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