Seshasayee Paper&B Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:5,264.51 (-40.66)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9383 | 9,383,420.00 | |
| 0.0985 | 984,730.00 | |
| 0.9015 | 9,015,250.00 | |
| -0.2751 | -2,750,710.00 | |
| -0.3829 | -3,829,120.00 | |
| 0.9230 | 9,229,680.00 | |
| 2.7311 | 27,311,000.00 | |
| -6.6678 | -66,678,360.00 | |
| 5.1818 | 51,817,530.00 | |
| -1.4999 | -14,999,080.00 |
Estimation Period:
Jun 26, 1997 to Feb 13, 2026
Jun 26, 1997 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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