Pervez Ahmed Consultancy Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:17,175.27 (8,260.79)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.43 | |
| 0.0950 | 7.47 | |
| 0.8401 | 148.32 | |
| 0.1299 | 8.24 |
Estimation Period:
Feb 12, 2008 to Feb 13, 2026
Feb 12, 2008 to Feb 13, 2026
News Impact Curve
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