ICADE Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 6th, 2026:4,130.48 (-182.41)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.88 | |
| 0.0635 | 20.46 | |
| 0.9152 | 372.64 | |
| 0.0426 | 5.38 |
Estimation Period:
Jul 5, 1991 to Jan 30, 2026
Jul 5, 1991 to Jan 30, 2026
News Impact Curve
Liquidity Forecasts
Other ICADE Analyses
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