Ditas Dogan Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:267.68 (34.12)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7141 | 2.88 | |
| 0.2183 | 13.90 | |
| 0.7647 | 50.80 | |
| 0.0108 | 0.03 | |
| -0.6595 | -1.05 | |
| 1.6313 | 2.59 | |
| -1.2725 | -2.57 | |
| 0.4020 | 1.78 | |
| -0.3156 | -2.34 | |
| 0.3496 | 3.20 | |
| -0.3250 | -3.88 | |
| 0.2997 | 3.76 | |
| -0.2490 | -2.07 |
Estimation Period:
Mar 28, 1995 to Feb 20, 2026
Mar 28, 1995 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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