OCBC Bank Hong Kong Ltd Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.47 | |
| 0.1067 | 17.40 | |
| 0.8867 | 258.44 | |
| 0.0132 | 1.19 |
Estimation Period:
Jul 2, 1993 to Jul 29, 2014
Jul 2, 1993 to Jul 29, 2014
News Impact Curve
Liquidity Forecasts
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