Lab Richmond Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:3,158.52 (-722.68)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4874 | 3.69 | |
| 0.2294 | 5.44 | |
| 0.7664 | 18.48 | |
| 3.5674 | 1.12 | |
| -11.0719 | -2.30 | |
| 12.7517 | 3.33 | |
| -14.6367 | -2.12 | |
| 30.5036 | 1.95 | |
| -48.0925 | -2.14 | |
| 42.5022 | 2.05 | |
| -16.5601 | -1.32 | |
| 10.7155 | 0.63 |
Estimation Period:
Dec 28, 2017 to Feb 20, 2026
Dec 28, 2017 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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