SIG PLC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:1,970,200.00 (-112,616.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.11 | |
| 0.0356 | 5.67 | |
| 0.9450 | 295.31 | |
| 0.0387 | 9.14 |
Estimation Period:
Feb 2, 1994 to Feb 20, 2026
Feb 2, 1994 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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