Duroc AB Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:7,030,094.00 (-31,118.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1135 | 5.38 | |
| 0.1623 | 10.67 | |
| 0.8368 | 54.69 | |
| 0.0808 | 0.21 | |
| 0.0062 | 0.01 | |
| -0.4291 | -1.76 | |
| 0.6912 | 3.11 | |
| -0.4391 | -2.03 | |
| 0.0952 | 0.38 | |
| -1.6828 | -3.16 | |
| 5.0095 | 3.61 | |
| -5.3125 | -3.61 | |
| 2.6576 | 4.56 |
Estimation Period:
Mar 19, 1997 to Feb 20, 2026
Mar 19, 1997 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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