Mercury Interactive LLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 2.55 | |
| 0.0629 | 12.25 | |
| 0.9087 | 359.75 | |
| 0.0568 | 4.91 |
Estimation Period:
Oct 28, 1993 to Nov 8, 2006
Oct 28, 1993 to Nov 8, 2006
News Impact Curve
Liquidity Forecasts
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