Warehouses De Pauw CVA Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, January 12th, 2026:1,161.66 (-30.48)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2679 | 1.71 | |
| 0.0392 | 11.93 | |
| 0.9594 | 465.29 | |
| 0.0027 | 0.65 |
Estimation Period:
Jun 25, 1999 to Jan 9, 2026
Jun 25, 1999 to Jan 9, 2026
News Impact Curve
Liquidity Forecasts
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