ECA Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0438 | 16.11 | |
| 0.9387 | 630.83 | |
| 0.0351 | 6.94 |
Estimation Period:
Jul 9, 2004 to Dec 31, 2020
Jul 9, 2004 to Dec 31, 2020
News Impact Curve
Liquidity Forecasts
Other ECA Analyses
Other Asymmetric ILLIQ Analyses on International Equities