Hermes International Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:119.00 (5.26)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5393 | 6.97 | |
| 0.0452 | 30.20 | |
| 0.9352 | 821.04 | |
| 0.0393 | 13.03 |
Estimation Period:
Jun 7, 1993 to Feb 13, 2026
Jun 7, 1993 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
Other Hermes International Analyses
Other Asymmetric ILLIQ Analyses on International Equities