Volati Ab Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:5,679.84 (-379.39)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.59 | |
| 0.0566 | 17.46 | |
| 0.9233 | 321.71 | |
| 0.0402 | 6.14 |
Estimation Period:
Nov 30, 2016 to Feb 13, 2026
Nov 30, 2016 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
Other Volati Ab Analyses
Other Asymmetric ILLIQ Analyses on International Equities