National Housing Finance Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Sunday, February 22nd, 2026:1,432.04 (-252.57)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5899 | 4.72 | |
| 0.3945 | 10.12 | |
| 0.6041 | 15.39 | |
| 0.4975 | 0.58 | |
| -0.6849 | -0.63 | |
| 0.3459 | 0.63 | |
| -1.2167 | -1.81 | |
| -3.1341 | -1.93 | |
| 20.2503 | 4.10 | |
| -56.6111 | -4.87 | |
| 95.5419 | 5.02 | |
| -82.2156 | -4.71 | |
| 29.5845 | 3.30 |
Estimation Period:
Jan 14, 2009 to Feb 19, 2026
Jan 14, 2009 to Feb 19, 2026
News Impact Curve
Liquidity Forecasts
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