DWS Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0823 | 24.51 | |
| 0.9078 | 318.86 | |
| 0.0199 | 2.38 |
Estimation Period:
Jun 15, 2006 to Dec 24, 2020
Jun 15, 2006 to Dec 24, 2020
News Impact Curve
Liquidity Forecasts
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