Cohen & Steers Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:768.87 (-35.15)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.86 | |
| 0.0560 | 23.68 | |
| 0.9261 | 642.22 | |
| 0.0358 | 8.91 |
Estimation Period:
Aug 13, 2004 to Feb 20, 2026
Aug 13, 2004 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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