CRH PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.11 | |
| 0.1469 | 12.25 | |
| 0.8996 | 241.44 | |
| -0.0930 | -5.44 |
Estimation Period:
Jun 1, 2000 to Sep 15, 2023
Jun 1, 2000 to Sep 15, 2023
News Impact Curve
Liquidity Forecasts
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