RCR Tomlinson Ltd Spline ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3227 | 4.34 | |
| 0.1522 | 6.70 | |
| 0.8252 | 36.94 | |
| -0.6329 | -3.38 | |
| 0.6661 | 2.21 | |
| 0.2903 | 1.53 | |
| -0.4680 | -2.66 | |
| 0.0840 | 0.48 | |
| 0.2466 | 1.51 | |
| -0.5314 | -2.49 |
Estimation Period:
Nov 15, 1996 to Nov 9, 2018
Nov 15, 1996 to Nov 9, 2018
News Impact Curve
Liquidity Forecasts
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