NCC AB Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:281.73 (-17.81)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4064 | 7.98 | |
| 0.0588 | 24.99 | |
| 0.9050 | 702.13 | |
| 0.0723 | 15.38 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
Other NCC AB Analyses
Other Asymmetric ILLIQ Analyses on International Equities