DEPFA Bank PLC Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.57 | |
| 0.1224 | 19.94 | |
| 0.8708 | 258.56 | |
| 0.0136 | 1.68 |
Estimation Period:
Jun 11, 1991 to Oct 2, 2007
Jun 11, 1991 to Oct 2, 2007
News Impact Curve
Liquidity Forecasts
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