Samad Misr -Egyfert Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Sunday, February 22nd, 2026:13,377.14 (-77.83)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.30 | |
| 0.0432 | 10.50 | |
| 0.9378 | 435.36 | |
| 0.0381 | 6.57 |
Estimation Period:
Jan 14, 2008 to Feb 19, 2026
Jan 14, 2008 to Feb 19, 2026
News Impact Curve
Liquidity Forecasts
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