Ab Sagax Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:447.13 (-19.07)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.04 | |
| 0.0774 | 13.22 | |
| 0.9170 | 251.57 | |
| 0.0098 | 1.08 |
Estimation Period:
Nov 9, 2016 to Feb 13, 2026
Nov 9, 2016 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
Other Ab Sagax Analyses
Other Asymmetric ILLIQ Analyses on International Equities