TZ Limited Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:44,813,180.00 (-1,507,140.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0731 | 3.38 | |
| 0.1167 | 0.20 | |
| 0.8832 | 1.53 | |
| -0.0299 | -0.03 | |
| -0.3610 | -0.22 | |
| 1.5870 | 1.51 | |
| -2.0360 | -0.99 | |
| 0.9483 | 0.54 | |
| 0.0942 | 0.11 | |
| -0.2921 | -0.67 | |
| 0.2950 | 0.46 | |
| -1.3845 | -1.84 |
Estimation Period:
Jan 4, 1996 to Feb 13, 2026
Jan 4, 1996 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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