CBOT Holdings Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1869 | 8.99 | |
| 0.1210 | 2.81 | |
| 0.6961 | 5.20 | |
| -4.6479 | -3.61 | |
| 6.4099 | 3.17 | |
| -4.3744 | -2.05 |
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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