Vintage Securities Ltd Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:87,961,280.00 (-2,291,950.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0095 | 2.85 | |
| 0.9746 | 532.86 | |
| 0.0319 | 3.42 |
Estimation Period:
Nov 27, 2013 to Feb 13, 2026
Nov 27, 2013 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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