Sagax AB Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:216.96 (-10.03)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6221 | 2.71 | |
| 0.0410 | 13.93 | |
| 0.9349 | 358.34 | |
| 0.0481 | 3.73 |
Estimation Period:
Apr 8, 2013 to Feb 13, 2026
Apr 8, 2013 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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