Span DD (Zgse Span) - Span Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:431,560.40 (57,425.40)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0907 | 8.19 | |
| 0.8597 | 139.90 | |
| 0.0993 | 3.24 |
Estimation Period:
Sep 23, 2021 to Feb 13, 2026
Sep 23, 2021 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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