CIC ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1249 | 1.55 | |
| 0.7960 | 38.56 | |
| 0.0544 | 0.37 | |
| 0.5323 | 0.01 | |
| 0.0382 | 3.05 | |
| 0.9617 | 66.89 |
Estimation Period:
Jun 17, 1998 to Aug 2, 2017
Jun 17, 1998 to Aug 2, 2017
News Impact Curve
Liquidity Forecasts
Other CIC Analyses
Other ILLIQ-MFMEM Analyses on International Equities