Note AB Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, February 19th, 2026:1,533.49 (46.39)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9864 | 1.70 | |
| 0.0636 | 7.77 | |
| 0.9368 | 283.35 | |
| -0.0008 | -0.08 |
Estimation Period:
Jun 23, 2004 to Feb 13, 2026
Jun 23, 2004 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
Other Note AB Analyses
Other Asymmetric ILLIQ Analyses on International Equities