Setco Automotive Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:35,613.41 (1,009.25)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0429 | 0.53 | |
| 0.0665 | 9.82 | |
| 0.9078 | 151.60 | |
| 0.0515 | 2.74 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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