Vergnet Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, January 26th, 2026:2,019,418,000.00 (444,117,000.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8047 | 4.55 | |
| 0.5207 | 0.75 | |
| 0.4792 | 0.69 | |
| 38.6274 | 0.66 | |
| -101.4762 | -1.29 | |
| 170.4935 | 3.48 | |
| -315.8724 | -8.15 | |
| 327.4807 | 8.42 | |
| -87.4552 | -1.46 |
Estimation Period:
Jun 27, 2007 to Jan 23, 2026
Jun 27, 2007 to Jan 23, 2026
News Impact Curve
Liquidity Forecasts
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