Bank BPH SA Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9226 | 3.82 | |
| 0.1067 | 9.25 | |
| 0.8851 | 77.30 | |
| 0.0821 | 1.62 | |
| -0.2217 | -2.98 | |
| 0.3418 | 4.89 | |
| -0.2178 | -2.66 | |
| -0.1389 | -1.38 |
Estimation Period:
Feb 7, 1995 to Sep 16, 2016
Feb 7, 1995 to Sep 16, 2016
News Impact Curve
Liquidity Forecasts
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