Spritzer BHD Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:19,387.62 (-2,207.24)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9163 | 4.01 | |
| 0.1999 | 6.46 | |
| 0.7957 | 29.51 | |
| -0.6098 | -0.51 | |
| 0.0308 | 0.02 | |
| 1.2242 | 2.73 | |
| -0.8788 | -1.61 | |
| 0.0658 | 0.10 | |
| 1.2696 | 2.11 | |
| -2.4564 | -3.82 | |
| 1.9721 | 3.99 | |
| -2.1119 | -2.18 | |
| 4.7431 | 2.12 |
Estimation Period:
Aug 19, 2002 to Feb 16, 2026
Aug 19, 2002 to Feb 16, 2026
News Impact Curve
Liquidity Forecasts
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