Savencia SA Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:228,669.10 (-16,767.70)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.18 | |
| 0.0570 | 10.09 | |
| 0.9317 | 531.16 | |
| 0.0227 | 2.07 |
Estimation Period:
Jun 28, 1991 to Feb 13, 2026
Jun 28, 1991 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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