Papoytsanis Sa Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:575,468.80 (123,101.70)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0475 | 13.50 | |
| 0.9580 | 545.54 | |
| -0.0109 | -1.02 |
Estimation Period:
Sep 6, 1994 to Feb 13, 2026
Sep 6, 1994 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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