Novartis Vaccines and Diagnostics Inc Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 2.49 | |
| 0.0379 | 15.55 | |
| 0.9314 | 538.68 | |
| 0.0586 | 15.06 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2006
Jan 1, 1990 to Apr 19, 2006
News Impact Curve
Liquidity Forecasts
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