Booker Group PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 1.20 | |
| 0.0364 | 6.84 | |
| 0.9469 | 605.79 | |
| 0.0334 | 3.99 |
Estimation Period:
Jul 19, 2004 to Mar 2, 2018
Jul 19, 2004 to Mar 2, 2018
News Impact Curve
Liquidity Forecasts
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