Dedalus France SACA Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0285 | 10.99 | |
| 0.9446 | 580.60 | |
| 0.0538 | 10.72 |
Estimation Period:
Jul 2, 1991 to Jul 10, 2020
Jul 2, 1991 to Jul 10, 2020
News Impact Curve
Liquidity Forecasts
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