Klepierre Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, December 10th, 2025:387.68 (-13.91)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4589 | 1.98 | |
| 0.0333 | 15.68 | |
| 0.9604 | 767.73 | |
| 0.0125 | 4.37 |
Estimation Period:
Jun 28, 1991 to Dec 5, 2025
Jun 28, 1991 to Dec 5, 2025
News Impact Curve
Liquidity Forecasts
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