Ditas Dogan Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:267.06 (5.34)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9661 | 0.68 | |
| 0.0482 | 3.57 | |
| 0.9100 | 225.01 | |
| 0.0837 | 5.43 |
Estimation Period:
Mar 28, 1995 to Feb 13, 2026
Mar 28, 1995 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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