Critica Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:297,909.30 (-16,837.20)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0499 | 3.22 | |
| 0.9465 | 455.48 | |
| 0.0073 | 0.43 |
Estimation Period:
Sep 22, 2006 to Feb 6, 2026
Sep 22, 2006 to Feb 6, 2026
News Impact Curve
Liquidity Forecasts
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