Nolato AB Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:945.31 (50.69)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0694 | 2.28 | |
| 0.0922 | 0.05 | |
| 0.9078 | 0.53 | |
| 0.0343 | 0.01 | |
| -0.0653 | -0.02 | |
| -0.0135 | -0.00 | |
| 0.0777 | 0.04 | |
| -0.0154 | -0.01 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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