Saph Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 17th, 2026:1,536.54 (-35.90)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.42 | |
| 0.0191 | 10.65 | |
| 0.9740 | 722.01 | |
| 0.0137 | 3.81 |
Estimation Period:
Mar 23, 2006 to Feb 13, 2026
Mar 23, 2006 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
Other Saph Analyses
Other Asymmetric ILLIQ Analyses on International Equities