Pendal Group Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.3819 | 0.53 | |
| 0.8090 | 1.80 | |
| -0.3819 | -0.03 |
Estimation Period:
Jan 14, 2020 to Jun 23, 2022
Jan 14, 2020 to Jun 23, 2022
News Impact Curve
Liquidity Forecasts
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