Macy's Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:154.03 (-4.71)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3873 | 7.93 | |
| 0.0392 | 27.03 | |
| 0.9377 | 993.33 | |
| 0.0420 | 15.70 |
Estimation Period:
Feb 5, 1992 to Feb 20, 2026
Feb 5, 1992 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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