Cohen & Co Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, February 25th, 2026:134,053.40 (-7,342.90)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.22 | |
| 0.0706 | 20.69 | |
| 0.9075 | 415.69 | |
| 0.0439 | 8.83 |
Estimation Period:
Mar 17, 2004 to Feb 20, 2026
Mar 17, 2004 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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