V-Lab
ACAS LLC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, January 4th, 2017:100.43 (-8.58)
Analysis last updated: Tuesday, January 3, 2017 at 11:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3857 | 4.94 | |
| 0.0732 | 15.28 | |
| 0.9085 | 274.64 | |
| 0.0365 | 5.51 |
Estimation Period:
Sep 2, 1997 to Dec 30, 2016
Sep 2, 1997 to Dec 30, 2016
News Impact Curve
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