Pengana Capital Group Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:322,011,000.00 (10,037,000.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5570 | 2.43 | |
| 0.1429 | 3.57 | |
| 0.8550 | 25.61 | |
| -0.1667 | -0.13 | |
| 0.1256 | 0.07 | |
| 0.1195 | 0.19 | |
| -0.2048 | -0.47 | |
| 0.4583 | 1.11 | |
| -0.3801 | -0.80 | |
| -2.3370 | -1.57 | |
| 7.2107 | 1.95 | |
| -8.0182 | -1.97 | |
| 4.7555 | 2.09 |
Estimation Period:
Feb 28, 2001 to Feb 20, 2026
Feb 28, 2001 to Feb 20, 2026
News Impact Curve
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