V-Lab
Automatic Data Processing Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, May 15th, 2024:24.69 (0.98)
Analysis last updated: Tuesday, May 14, 2024 at 09:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1086 | 7.89 | |
| 0.0292 | 25.71 | |
| 0.9537 | 1131.32 | |
| 0.0340 | 17.18 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024
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