Data#3 Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:7,902.56 (162.17)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9504 | 3.18 | |
| 0.0930 | 2.34 | |
| 0.9069 | 22.95 | |
| -0.3851 | -1.71 | |
| 0.4680 | 1.69 | |
| -0.0753 | -0.93 | |
| -0.0786 | -1.41 | |
| 0.1957 | 2.40 |
Estimation Period:
Dec 23, 1997 to Feb 20, 2026
Dec 23, 1997 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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