BoStad A/S Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4555 | 1.31 | |
| 0.2132 | 5.66 | |
| 0.7825 | 20.21 | |
| 3.7899 | 3.52 | |
| -6.6167 | -3.39 | |
| 3.3712 | 2.00 | |
| 0.1357 | 0.10 | |
| -1.8768 | -1.93 | |
| 2.1838 | 2.04 | |
| -1.7652 | -1.21 | |
| 1.3628 | 0.87 |
Estimation Period:
Dec 1, 2006 to May 1, 2020
Dec 1, 2006 to May 1, 2020
News Impact Curve
Liquidity Forecasts
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