Development Invt Constr Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, October 17th, 2025:113.18 (21.63)
Parameter Estimates
param | t-stat | |
---|---|---|
1.0699 | 1.02 | |
0.1763 | 0.10 | |
0.8237 | 0.48 | |
1.7377 | 0.02 | |
-2.9084 | -0.03 | |
0.1264 | 0.01 | |
2.3660 | 0.69 | |
-5.2259 | -2.46 | |
8.1008 | 1.37 | |
-3.5872 | -0.37 | |
-5.2001 | -0.46 |
Estimation Period:
Aug 10, 2011 to Oct 10, 2025
Aug 10, 2011 to Oct 10, 2025
News Impact Curve
Liquidity Forecasts
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