Ab Sagax Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, December 20th, 2024:61,869.65 (-61,741.65)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.00 | |
| 0.0000 | 0.00 | |
| 0.5005 | 0.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 8, 2022 to Sep 22, 2022
Mar 8, 2022 to Sep 22, 2022
News Impact Curve
Liquidity Forecasts
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Other Asymmetric ILLIQ Analyses on International Equities