LaBranche & Co Inc Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9393 | 6.24 | |
| 0.1201 | 12.07 | |
| 0.8705 | 80.06 | |
| 0.0158 | 2.03 |
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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