Chong Hing Bank Ltd Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2968 | 1.43 | |
| 0.1824 | 8.55 | |
| 0.8156 | 40.95 | |
| -0.8225 | -4.16 | |
| 1.6520 | 7.04 | |
| -1.5509 | -6.23 | |
| 1.6711 | 6.76 | |
| -1.6333 | -6.04 | |
| 0.3512 | 1.46 | |
| 0.8762 | 3.63 | |
| -0.5352 | -2.08 | |
| -0.5636 | -2.24 |
Estimation Period:
Jul 11, 1994 to Aug 20, 2021
Jul 11, 1994 to Aug 20, 2021
News Impact Curve
Liquidity Forecasts
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