Cohen & Co Inc Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:148,705.50 (-17,856.90)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4061 | 2.99 | |
| 0.1753 | 11.48 | |
| 0.8188 | 59.22 | |
| -0.9654 | -3.75 | |
| 0.4130 | 0.46 | |
| 3.4564 | 1.69 | |
| -5.3777 | -2.41 | |
| 3.4416 | 2.98 | |
| -1.6919 | -3.34 | |
| 0.6613 | 1.32 | |
| 0.6336 | 1.54 | |
| -0.6856 | -1.76 | |
| -0.3013 | -0.74 |
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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