Metrovacesa SA Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0590 | 0.18 | |
| 0.9317 | 11.49 | |
| 0.0187 | 0.03 |
Estimation Period:
Feb 2, 1990 to May 13, 2013
Feb 2, 1990 to May 13, 2013
News Impact Curve
Liquidity Forecasts
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