McPherson's Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:742,745.60 (45,033.70)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5587 | 4.61 | |
| 0.1308 | 9.49 | |
| 0.8669 | 60.93 | |
| -0.1297 | -0.84 | |
| 0.1954 | 0.71 | |
| 0.1536 | 0.43 | |
| -1.7779 | -1.78 | |
| 4.1144 | 2.09 | |
| -3.9082 | -2.19 | |
| 1.6030 | 2.52 | |
| -0.5968 | -5.11 | |
| 1.1101 | 5.45 | |
| -1.9953 | -5.18 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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