Santam Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:452.35 (8.08)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3644 | 0.85 | |
| 0.0153 | 10.90 | |
| 0.9808 | 1,199.05 | |
| 0.0079 | 2.35 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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