D.C.M Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, February 25th, 2026:32,824.77 (-2,395.05)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.21 | |
| 0.0636 | 11.46 | |
| 0.8641 | 239.42 | |
| 0.1448 | 13.23 |
Estimation Period:
Jun 30, 1997 to Feb 20, 2026
Jun 30, 1997 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other D.C.M Analyses
Other Asymmetric ILLIQ Analyses on International Equities