Sonmez Filament Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:2,396.60 (-288.16)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.48 | |
| 0.1006 | 31.75 | |
| 0.8654 | 238.80 | |
| 0.0681 | 11.69 |
Estimation Period:
Mar 28, 1995 to Feb 20, 2026
Mar 28, 1995 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Sonmez Filament Analyses
Other Asymmetric ILLIQ Analyses on International Equities