QEM Limited Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:54,739,290.00 (-4,441,050.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7555 | 1.46 | |
| 0.3520 | 3.88 | |
| 0.6197 | 8.36 | |
| -0.3529 | -0.08 | |
| -3.4281 | -0.49 | |
| 3.9521 | 0.69 | |
| 11.9566 | 1.32 | |
| -24.4153 | -1.68 | |
| 22.6632 | 1.52 | |
| -28.5681 | -2.88 | |
| 39.5265 | 3.52 | |
| -37.5565 | -2.80 | |
| 26.9950 | 3.47 |
Estimation Period:
Oct 19, 2018 to Feb 20, 2026
Oct 19, 2018 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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