Nel Asa Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:3,583.43 (-41.26)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6632 | 4.98 | |
| 0.1504 | 7.71 | |
| 0.8438 | 51.49 | |
| -0.5573 | -1.34 | |
| 0.0002 | 0.00 | |
| 1.7759 | 2.30 | |
| -2.3365 | -2.46 | |
| 0.3526 | 0.27 | |
| 2.4565 | 1.32 | |
| -2.4417 | -1.84 | |
| 1.1393 | 2.29 | |
| -0.4100 | -0.97 | |
| -0.0156 | -0.03 |
Estimation Period:
Apr 18, 2006 to Feb 20, 2026
Apr 18, 2006 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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