Daily Mail & General Trust PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1046 | 6.06 | |
| 0.0446 | 11.49 | |
| 0.9545 | 720.41 | |
| 0.0016 | 0.27 |
Estimation Period:
Mar 1, 1994 to Jan 7, 2022
Mar 1, 1994 to Jan 7, 2022
News Impact Curve
Liquidity Forecasts
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