Comp SA Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:31,202.26 (-2,695.19)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9359 | 0.00 | |
| 0.1120 | 0.00 | |
| 0.8880 | 0.00 | |
| 1.0926 | 0.00 | |
| -2.0681 | -0.00 | |
| 0.9248 | 0.01 | |
| 0.1011 | 0.00 | |
| -0.2879 | -0.00 | |
| 0.7475 | 0.00 | |
| -1.6814 | -0.03 | |
| 2.4559 | 0.00 | |
| -1.9487 | -0.00 | |
| 0.6236 | 0.00 |
Estimation Period:
Jan 20, 2005 to Feb 13, 2026
Jan 20, 2005 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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