Saph Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:576.85 (-15.95)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8500 | 2.94 | |
| 0.0526 | 4.73 | |
| 0.9176 | 48.96 | |
| 0.8070 | 2.94 | |
| -1.3418 | -3.38 | |
| 1.2167 | 5.12 | |
| -1.1788 | -5.16 | |
| 1.0913 | 4.21 | |
| -1.5838 | -5.14 | |
| 1.5067 | 4.94 | |
| -1.1753 | -2.56 |
Estimation Period:
Mar 23, 2006 to Feb 13, 2026
Mar 23, 2006 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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