Warehouses De Pauw CVA Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 6th, 2026:1,250.78 (-46.02)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4671 | 1.98 | |
| 0.0395 | 11.94 | |
| 0.9593 | 463.42 | |
| 0.0025 | 0.60 |
Estimation Period:
Jun 25, 1999 to Jan 30, 2026
Jun 25, 1999 to Jan 30, 2026
News Impact Curve
Liquidity Forecasts
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