Samad Misr -Egyfert Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Sunday, February 22nd, 2026:12,974.17 (611.38)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4015 | 2.83 | |
| 0.1606 | 10.05 | |
| 0.8051 | 41.89 | |
| 0.3291 | 0.68 | |
| -0.2217 | -0.32 | |
| -0.5525 | -1.46 | |
| 0.9570 | 3.32 | |
| -1.2975 | -5.12 | |
| 1.7882 | 5.76 | |
| -2.0385 | -4.57 | |
| 1.5663 | 3.11 | |
| -0.7226 | -1.75 | |
| -0.0949 | -0.12 |
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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