ACAS LLC ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1146 | 3.41 | |
| 0.8591 | 412.83 | |
| -0.1146 | -1.55 | |
| 1.2650 | 23.57 | |
| 0.1259 | 140.19 | |
| 0.8609 | 20.62 |
Estimation Period:
Sep 2, 1997 to Jan 3, 2017
Sep 2, 1997 to Jan 3, 2017
News Impact Curve
Liquidity Forecasts
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