Rigolleau Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:20,995.60 (-42.06)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0157 | 5.43 | |
| 0.9731 | 1,069.31 | |
| 0.0225 | 3.48 |
Estimation Period:
Jul 29, 1994 to Feb 20, 2026
Jul 29, 1994 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Rigolleau Analyses
Other Asymmetric ILLIQ Analyses on International Equities