Lab Richmond Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, January 15th, 2026:15,328.67 (7,716.39)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0932 | 3.34 | |
| 0.2566 | 5.13 | |
| 0.7336 | 15.78 | |
| 3.6088 | 1.32 | |
| -10.9785 | -2.50 | |
| 12.3368 | 3.50 | |
| -16.2377 | -2.26 | |
| 35.9706 | 1.93 | |
| -49.9036 | -2.02 | |
| 39.6086 | 1.99 | |
| -18.4771 | -1.70 | |
| 7.3685 | 1.80 |
Estimation Period:
Dec 28, 2017 to Jan 9, 2026
Dec 28, 2017 to Jan 9, 2026
News Impact Curve
Liquidity Forecasts
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