SRG Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0275 | 15.04 | |
| 0.9668 | 878.12 | |
| 0.0113 | 4.12 |
Estimation Period:
Jan 8, 1990 to Aug 24, 2018
Jan 8, 1990 to Aug 24, 2018
News Impact Curve
Liquidity Forecasts
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