CIC Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0362 | 8.65 | |
| 0.1201 | 9.75 | |
| 0.8404 | 47.15 | |
| 0.0134 | 2.05 | |
| -0.0435 | -3.41 |
Estimation Period:
Jun 17, 1998 to Jul 28, 2017
Jun 17, 1998 to Jul 28, 2017
News Impact Curve
Liquidity Forecasts
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