TransCentury Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, June 23rd, 2025:119,270.50 (-1,307.10)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4076 | 3.60 | |
| 0.0269 | 2.78 | |
| 0.9310 | 29.15 | |
| -0.8077 | -1.55 | |
| 2.0864 | 2.59 | |
| -1.8364 | -3.34 | |
| 0.6695 | 1.54 | |
| -0.3171 | -0.80 | |
| 0.1185 | 0.29 | |
| -0.0102 | -0.03 | |
| -1.2639 | -2.12 |
Estimation Period:
Jul 15, 2011 to Jun 20, 2025
Jul 15, 2011 to Jun 20, 2025
News Impact Curve
Liquidity Forecasts
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