Creditex SAA Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, June 17th, 2025:896,871.40 (-181,976.60)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5361 | 0.00 | |
| 0.2645 | 0.00 | |
| 0.7355 | 0.00 | |
| -34.5580 | -0.00 | |
| 43.4466 | 0.00 | |
| -8.2439 | -0.00 | |
| -2.2014 | -0.00 | |
| -3.8235 | -0.00 | |
| 12.4053 | 0.00 | |
| -15.6561 | -0.00 |
Estimation Period:
Jan 8, 1991 to Sep 13, 2024
Jan 8, 1991 to Sep 13, 2024
News Impact Curve
Liquidity Forecasts
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