Wheelock & Co Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.41 | |
| 0.1858 | 2.70 | |
| 0.8956 | 34.61 | |
| -0.1628 | -1.54 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2020
Jan 1, 1990 to Jun 12, 2020
News Impact Curve
Liquidity Forecasts
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