Laurent-Perrier Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:220,103.20 (40,355.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8055 | 6.46 | |
| 0.1034 | 10.44 | |
| 0.8678 | 72.09 | |
| -0.1872 | -9.41 | |
| 0.2866 | 9.95 | |
| -0.1329 | -6.79 | |
| 0.0849 | 3.63 | |
| -0.1604 | -4.83 |
Estimation Period:
Jun 10, 1999 to Feb 13, 2026
Jun 10, 1999 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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