Basil Read Holdings Ltd Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8821 | 8,820,700.00 | |
| 0.0533 | 533,090.00 | |
| 0.9467 | 9,466,860.00 | |
| -0.2581 | -2,581,440.00 | |
| 0.3442 | 3,441,800.00 | |
| -0.4734 | -4,733,700.00 | |
| 0.7683 | 7,682,940.00 | |
| -0.3819 | -3,819,460.00 | |
| 0.0181 | 181,310.00 |
Estimation Period:
Jan 3, 1990 to Jun 15, 2018
Jan 3, 1990 to Jun 15, 2018
News Impact Curve
Liquidity Forecasts
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