Bourse De Montreal Inc Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6820 | 5.75 | |
| 0.2513 | 3.47 | |
| 0.5049 | 2.94 | |
| -13.0724 | -5.37 | |
| 25.6871 | 5.24 |
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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