Microdata Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, February 18th, 2026:540,202.70 (18,437.40)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.05 | |
| 0.0535 | 10.05 | |
| 0.9454 | 354.21 | |
| 0.0022 | 0.33 |
Estimation Period:
Jan 7, 2008 to Feb 13, 2026
Jan 7, 2008 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
Other Microdata Analyses
Other Asymmetric ILLIQ Analyses on International Equities