Sanford Ltd/NZ Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:170,430.10 (-12,867.90)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4790 | 2.64 | |
| 0.0648 | 4.04 | |
| 0.6089 | 6.37 | |
| 0.5474 | 7.44 | |
| -0.7335 | -8.45 | |
| 0.1964 | 3.55 | |
| 0.0810 | 1.03 | |
| -0.1685 | -2.24 | |
| 0.1563 | 2.41 | |
| -0.2364 | -3.51 | |
| 0.2215 | 3.19 | |
| 0.1873 | 2.23 | |
| -0.7817 | -5.48 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Sanford Ltd/NZ Analyses
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