Development Invt Constr Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, January 15th, 2026:609.87 (-127.56)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1803 | 3.29 | |
| 0.1796 | 6.08 | |
| 0.8172 | 28.60 | |
| -4.7721 | -1.67 | |
| 9.0582 | 2.41 | |
| -6.7910 | -3.26 | |
| 2.2897 | 1.22 | |
| 2.0198 | 1.12 | |
| -7.2733 | -3.97 | |
| 9.9353 | 5.18 | |
| -2.5878 | -0.74 | |
| -3.8914 | -0.92 | |
| -0.3253 | -0.07 |
Estimation Period:
Aug 10, 2011 to Jan 9, 2026
Aug 10, 2011 to Jan 9, 2026
News Impact Curve
Liquidity Forecasts
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