Klepierre Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, January 12th, 2026:514.48 (37.18)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5002 | 2.16 | |
| 0.0334 | 15.70 | |
| 0.9604 | 766.46 | |
| 0.0125 | 4.35 |
Estimation Period:
Jun 28, 1991 to Jan 9, 2026
Jun 28, 1991 to Jan 9, 2026
News Impact Curve
Liquidity Forecasts
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