KB Securities Co Ltd Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5015 | 6.19 | |
| 0.1616 | 11.04 | |
| 0.8250 | 45.11 | |
| 0.0640 | 0.70 | |
| -0.3468 | -2.19 | |
| 0.5370 | 4.21 | |
| -0.3679 | -3.53 | |
| 0.1567 | 1.81 | |
| 0.0975 | 1.38 | |
| -0.3651 | -2.89 | |
| 0.3330 | 1.18 |
Estimation Period:
Jan 3, 1990 to Oct 14, 2016
Jan 3, 1990 to Oct 14, 2016
News Impact Curve
Liquidity Forecasts
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