MBK PCL Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:258.28 (-12.76)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7588 | 7,587,910.00 | |
| 0.1211 | 1,210,530.00 | |
| 0.8789 | 8,789,430.00 | |
| -4.5168 | -45,167,580.00 | |
| 8.2604 | 82,603,620.00 | |
| -5.1458 | -51,457,900.00 | |
| 1.1661 | 11,661,140.00 | |
| 0.2491 | 2,491,340.00 | |
| 0.1709 | 1,709,340.00 | |
| -0.2702 | -2,701,590.00 | |
| 0.1678 | 1,677,730.00 | |
| -0.1682 | -1,681,620.00 |
Estimation Period:
Sep 10, 1996 to Feb 20, 2026
Sep 10, 1996 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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Other Spline ILLIQ Analyses on International Equities