Booker Group PLC Spline ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2263 | 2.56 | |
| 0.1178 | 7.50 | |
| 0.8815 | 54.24 | |
| -0.9983 | -1.24 | |
| -0.0266 | -0.02 | |
| 2.3220 | 2.19 | |
| -1.6953 | -2.18 | |
| 0.4962 | 0.98 | |
| -0.3104 | -0.50 |
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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