Roxas And Co Inc Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:138,936.20 (9,501.60)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0027 | 2.85 | |
| 0.1528 | 7.33 | |
| 0.8460 | 42.96 | |
| -3.8572 | -1.13 | |
| 5.1539 | 1.34 | |
| -2.2487 | -1.59 | |
| 0.3707 | 0.17 | |
| 1.9393 | 0.75 | |
| -8.0953 | -1.71 | |
| 16.0087 | 1.47 | |
| -8.2105 | -0.58 | |
| -4.7765 | -0.34 | |
| 4.8106 | 0.73 |
Estimation Period:
May 1, 1996 to Feb 16, 2026
May 1, 1996 to Feb 16, 2026
News Impact Curve
Liquidity Forecasts
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