D.C.M Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:23,496.20 (1,424.27)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3571 | 0.02 | |
| 0.1988 | 0.00 | |
| 0.8012 | 0.01 | |
| -2.1416 | -0.04 | |
| 2.3936 | 0.02 | |
| 0.3828 | 0.00 | |
| -0.8502 | -0.01 | |
| 0.0523 | 0.00 | |
| 0.6042 | 0.04 | |
| -1.9678 | -0.04 | |
| 2.9580 | 0.01 |
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 Spline ILLIQ Analyses on International Equities