CBOT Holdings Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2576 | 3.20 | |
| 0.1422 | 6.91 | |
| 0.8220 | 66.80 | |
| 0.0638 | 2.14 |
Estimation Period:
Oct 18, 2005 to Jul 12, 2007
Oct 18, 2005 to Jul 12, 2007
News Impact Curve
Liquidity Forecasts
Other CBOT Holdings Analyses
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