LaBranche & Co Inc Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 5.22 | |
| 0.0674 | 19.37 | |
| 0.8987 | 434.76 | |
| 0.0645 | 10.23 |
Estimation Period:
Aug 18, 1999 to Jun 28, 2011
Aug 18, 1999 to Jun 28, 2011
News Impact Curve
Liquidity Forecasts
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