V-Lab
Automatic Data Processing Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, May 2nd, 2024:22.01 (0.04)
Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1060 | 7.71 | |
| 0.0291 | 25.72 | |
| 0.9538 | 1131.43 | |
| 0.0339 | 17.13 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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