Credito Bergamasco SpA Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.09 | |
| 0.1226 | 12.50 | |
| 0.8569 | 247.72 | |
| 0.0411 | 2.16 |
Estimation Period:
Mar 4, 1994 to May 30, 2014
Mar 4, 1994 to May 30, 2014
News Impact Curve
Liquidity Forecasts
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