Sagax AB Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:116,885.30 (11,287.50)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0484 | 0.03 | |
| 0.1111 | 0.00 | |
| 0.8888 | 0.02 | |
| -0.0737 | -0.00 | |
| -0.3237 | -0.00 | |
| 2.3387 | 0.03 | |
| -3.8250 | -0.01 | |
| 2.6279 | 0.01 | |
| -1.1831 | -0.01 | |
| 0.5399 | 0.03 | |
| -0.1432 | -0.01 | |
| 0.4333 | 0.02 | |
| -1.4266 | -0.02 |
Estimation Period:
Apr 6, 1999 to Feb 20, 2026
Apr 6, 1999 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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