Sotheby's Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5513 | 6.21 | |
| 0.0357 | 21.13 | |
| 0.9300 | 821.57 | |
| 0.0655 | 26.21 |
Estimation Period:
Jan 2, 1990 to Sep 27, 2019
Jan 2, 1990 to Sep 27, 2019
News Impact Curve
Liquidity Forecasts
Other Sotheby's Analyses
Other Asymmetric ILLIQ Analyses on Equities