DWS Ltd Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2049 | 2.74 | |
| 0.1332 | 7.91 | |
| 0.8223 | 40.23 | |
| 1.1810 | 4.06 | |
| -1.9866 | -4.68 | |
| 1.2897 | 4.18 | |
| -0.6408 | -2.36 | |
| 0.2213 | 0.73 | |
| -0.3048 | -0.86 | |
| 0.8241 | 2.40 | |
| -1.9734 | -5.83 |
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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