Nfc Pcl Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, June 5th, 2025:4,100,896.00 (-42,286.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9951 | 2.83 | |
| 0.2042 | 8.11 | |
| 0.7952 | 31.70 | |
| -0.6027 | -0.96 | |
| 2.5069 | 2.86 | |
| -5.6396 | -6.45 | |
| 9.1756 | 6.42 | |
| -10.4869 | -8.29 | |
| 8.7035 | 9.75 | |
| -5.5248 | -5.51 |
Estimation Period:
Nov 7, 1996 to May 30, 2025
Nov 7, 1996 to May 30, 2025
News Impact Curve
Liquidity Forecasts
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Other Spline ILLIQ Analyses on International Equities