Parmalat SpA ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1347 | 0.04 | |
| 0.7969 | 27.75 | |
| -0.1347 | -0.02 | |
| 10.0000 | 0.03 | |
| 1.0000 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 6, 2005 to Feb 28, 2019
Oct 6, 2005 to Feb 28, 2019
News Impact Curve
Liquidity Forecasts
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