Richard Pieris & Co Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:7,124.42 (-2,065.99)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1898 | 3.22 | |
| 0.2429 | 7.27 | |
| 0.7186 | 23.60 | |
| 0.3544 | 2.14 | |
| -1.1447 | -4.38 | |
| 1.7553 | 10.20 | |
| -1.5839 | -8.99 | |
| 1.2132 | 4.21 | |
| -1.4480 | -4.27 | |
| 1.6983 | 7.67 | |
| -1.8473 | -7.94 |
Estimation Period:
Aug 11, 1997 to Feb 20, 2026
Aug 11, 1997 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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