Calisen PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.19 | |
| 0.2063 | 4.18 | |
| 0.8188 | 44.47 | |
| -0.0502 | -0.84 |
Estimation Period:
Feb 7, 2020 to Mar 5, 2021
Feb 7, 2020 to Mar 5, 2021
News Impact Curve
Liquidity Forecasts
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