Warehouses De Pauw CVA Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, November 17th, 2025:1,027.21 (4.83)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0733 | 1.42 | |
| 0.0394 | 11.91 | |
| 0.9593 | 462.52 | |
| 0.0027 | 0.64 |
Estimation Period:
Jun 25, 1999 to Nov 14, 2025
Jun 25, 1999 to Nov 14, 2025
News Impact Curve
Liquidity Forecasts
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