Ameritrade Holding LLC Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9254 | 39,254,300.00 | |
| 0.1467 | 1,467,230.00 | |
| 0.8533 | 8,532,770.00 | |
| -0.0814 | -813,500.00 | |
| 0.5419 | 5,419,190.00 | |
| -1.4518 | -14,517,570.00 | |
| 3.4276 | 34,276,170.00 | |
| -5.4880 | -54,879,930.00 | |
| 5.3560 | 53,560,130.00 | |
| -4.3111 | -43,111,250.00 | |
| 4.0791 | 40,791,240.00 |
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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