Waterbase Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:5,287.11 (-693.75)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5165 | 0.00 | |
| 0.2560 | 0.00 | |
| 0.7440 | 0.00 | |
| -8.9358 | -0.00 | |
| 20.6977 | 0.00 | |
| -10.0470 | -0.00 | |
| -2.6600 | -0.00 | |
| -8.0223 | -0.00 | |
| 16.0643 | 0.00 | |
| -8.2015 | -0.00 | |
| 1.6272 | 0.00 | |
| -1.6041 | -0.00 | |
| 1.1618 | 0.00 |
Estimation Period:
Jul 3, 2003 to Feb 20, 2026
Jul 3, 2003 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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