Peet Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:15,538.54 (1,465.37)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1689 | 3.31 | |
| 0.1668 | 5.55 | |
| 0.8327 | 27.61 | |
| 0.1252 | 0.22 | |
| -0.1356 | -0.18 | |
| -0.0246 | -0.07 | |
| -0.0886 | -0.16 | |
| -0.0092 | -0.01 | |
| 0.6329 | 0.83 | |
| -1.2825 | -1.64 | |
| -0.9976 | -0.74 | |
| 8.2562 | 2.32 | |
| -15.9730 | -2.70 |
Estimation Period:
Aug 5, 2004 to Feb 13, 2026
Aug 5, 2004 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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