Sagax AB Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:166,399.10 (-5,441.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0151 | 6.34 | |
| 0.9536 | 408.37 | |
| 0.0626 | 17.15 |
Estimation Period:
Apr 6, 1999 to Feb 13, 2026
Apr 6, 1999 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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