Siv Capital Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, December 18th, 2024:531,661,400.00 (-99,180,100.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8663 | 3.17 | |
| 0.1799 | 5.93 | |
| 0.8193 | 26.83 | |
| -1.5439 | -2.13 | |
| 2.3642 | 2.41 | |
| -4.5703 | -3.46 | |
| 7.9130 | 2.96 | |
| -5.5272 | -1.84 | |
| 0.2811 | 0.08 | |
| 9.5846 | 1.63 | |
| -15.4800 | -2.25 | |
| 6.5642 | 1.39 |
Estimation Period:
May 31, 2005 to Nov 22, 2024
May 31, 2005 to Nov 22, 2024
News Impact Curve
Liquidity Forecasts
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