Haitong International Securities Group Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8629 | 0.06 | |
| 0.0018 | 0.61 | |
| 0.9448 | 26.87 | |
| 0.1069 | 0.72 |
Estimation Period:
Aug 6, 1996 to Dec 29, 2023
Aug 6, 1996 to Dec 29, 2023
News Impact Curve
Liquidity Forecasts
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