Colorado SA Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:11,107.22 (-905.28)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9629 | 1.95 | |
| 0.1154 | 3.28 | |
| 0.8845 | 25.09 | |
| -0.3346 | -0.19 | |
| -0.7107 | -0.29 | |
| 2.0143 | 1.52 | |
| -1.5570 | -1.42 | |
| 0.4649 | 0.41 | |
| -0.4821 | -0.42 | |
| 3.7207 | 2.72 | |
| -6.9154 | -3.48 | |
| 6.4876 | 3.04 | |
| -11.7963 | -2.13 |
Estimation Period:
Nov 1, 2006 to Feb 20, 2026
Nov 1, 2006 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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