ACAS LLC Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8698 | 1.20 | |
| 0.1091 | 0.14 | |
| 0.8909 | 1.17 | |
| -0.8152 | -0.10 | |
| 1.0506 | 0.12 | |
| -0.2356 | -0.22 | |
| -0.0392 | -0.07 | |
| 0.0107 | 0.01 |
Estimation Period:
Sep 2, 1997 to Dec 30, 2016
Sep 2, 1997 to Dec 30, 2016
News Impact Curve
Liquidity Forecasts
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