Credit Suisse Group AG Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2405 | 11.76 | |
| 0.0469 | 25.71 | |
| 0.9159 | 702.37 | |
| 0.0691 | 21.36 |
Estimation Period:
Apr 23, 1990 to Jun 9, 2023
Apr 23, 1990 to Jun 9, 2023
News Impact Curve
Liquidity Forecasts
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