Debenhams PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1467 | 4.17 | |
| 0.0405 | 18.01 | |
| 0.9168 | 510.74 | |
| 0.0819 | 18.33 |
Estimation Period:
May 3, 2006 to Apr 5, 2019
May 3, 2006 to Apr 5, 2019
News Impact Curve
Liquidity Forecasts
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