Seshasayee Paper&B Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:4,134.27 (-431.21)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6309 | 0.70 | |
| 0.0554 | 4.45 | |
| 0.8791 | 106.96 | |
| 0.1310 | 3.75 |
Estimation Period:
Jun 26, 1997 to Feb 20, 2026
Jun 26, 1997 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Seshasayee Paper&B Analyses
Other Asymmetric ILLIQ Analyses on International Equities