Bourse De Montreal Inc Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1235 | 5.99 | |
| 0.2305 | 6.63 | |
| 0.8041 | 45.27 | |
| -0.0691 | -1.52 |
Estimation Period:
Mar 26, 2007 to May 2, 2008
Mar 26, 2007 to May 2, 2008
News Impact Curve
Liquidity Forecasts
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