FE Bording A/S Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0623 | 13.16 | |
| 0.9180 | 334.91 | |
| 0.0394 | 4.28 |
Estimation Period:
Jan 5, 1990 to Jan 22, 2021
Jan 5, 1990 to Jan 22, 2021
News Impact Curve
Liquidity Forecasts
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