D. P. Abhushan Lim Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:1,460.68 (191.16)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3916 | 3.22 | |
| 0.0908 | 15.31 | |
| 0.8456 | 196.16 | |
| 0.1271 | 14.47 |
Estimation Period:
Oct 25, 2017 to Feb 13, 2026
Oct 25, 2017 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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