Nasdaq Inc Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, January 23rd, 2026:30.92 (-2.80)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0722 | 1.41 | |
| 0.0753 | 8.77 | |
| 0.8899 | 57.39 | |
| -1.9295 | -4.43 | |
| 3.0579 | 5.68 | |
| -1.3128 | -9.38 | |
| 0.2292 | 3.24 | |
| -0.0798 | -1.18 | |
| 0.0084 | 0.12 | |
| 0.1081 | 1.51 | |
| -0.1607 | -2.11 | |
| 0.1192 | 1.44 | |
| -0.1602 | -1.47 |
Estimation Period:
Jul 1, 2002 to Jan 16, 2026
Jul 1, 2002 to Jan 16, 2026
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