Eastern Tobacco Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Sunday, February 22nd, 2026:616.13 (103.02)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1581 | 2.39 | |
| 0.0763 | 4.82 | |
| 0.9024 | 46.97 | |
| 0.6565 | 3.45 | |
| -0.8551 | -2.94 | |
| -0.0545 | -0.23 | |
| 0.8408 | 3.56 | |
| -1.1793 | -5.60 | |
| 0.7479 | 3.96 | |
| -0.2361 | -1.17 | |
| 0.3777 | 2.03 | |
| -0.7015 | -3.54 | |
| 0.8532 | 2.72 |
Estimation Period:
Sep 30, 1996 to Feb 19, 2026
Sep 30, 1996 to Feb 19, 2026
News Impact Curve
Liquidity Forecasts
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