Ameritrade Holding LLC Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2920 | 11.98 | |
| 0.0622 | 15.36 | |
| 0.8737 | 124.22 | |
| 0.1282 | 8.91 |
Estimation Period:
Mar 4, 1997 to Oct 2, 2020
Mar 4, 1997 to Oct 2, 2020
News Impact Curve
Liquidity Forecasts
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