Ditas Dogan ILLIQ-MFMEM Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:306.74 (9.63)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.2286 | 0.86 | |
| 0.7381 | 20.67 | |
| -0.2286 | -0.41 | |
| 0.0000 | 0.00 | |
| 0.0840 | 2.72 | |
| 0.9141 | 7.95 |
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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