Hill & Smith PLC Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, January 2nd, 2026:7,674.05 (3,525.01)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4029 | 2.75 | |
| 0.1385 | 6.03 | |
| 0.8548 | 58.61 | |
| -0.4671 | -0.93 | |
| 0.4066 | 0.55 | |
| 1.1921 | 1.19 | |
| -4.0610 | -1.80 | |
| 6.6317 | 1.89 | |
| -5.6825 | -2.00 | |
| 2.4330 | 2.59 | |
| -0.5646 | -2.51 | |
| 0.1046 | 0.52 | |
| 0.0541 | 0.22 |
Estimation Period:
Aug 17, 1998 to Dec 31, 2025
Aug 17, 1998 to Dec 31, 2025
News Impact Curve
Liquidity Forecasts
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