Micro-X Limited Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, February 25th, 2026:5,912,122.00 (120,566.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2091 | 3.79 | |
| 0.1679 | 2.35 | |
| 0.0764 | 0.73 | |
| -1.0887 | -1.12 | |
| 2.9484 | 2.14 | |
| -3.9611 | -2.97 | |
| 2.5292 | 2.00 | |
| -0.1411 | -0.15 | |
| 1.7930 | 1.65 | |
| -4.2985 | -3.08 | |
| 4.0589 | 3.74 | |
| -5.0750 | -2.76 | |
| 6.7299 | 2.03 |
Estimation Period:
Dec 22, 2015 to Feb 20, 2026
Dec 22, 2015 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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