T Rowe Price Group Inc Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:64.74 (2.51)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8676 | 3.18 | |
| 0.0926 | 7.02 | |
| 0.8395 | 24.73 | |
| 0.0812 | 2.53 | |
| -0.0833 | -2.08 | |
| 0.0174 | 0.81 | |
| -0.0203 | -0.71 | |
| 0.0135 | 0.55 | |
| 0.0024 | 0.19 | |
| -0.0282 | -2.30 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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