Efficient Group Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0299 | 2.31 | |
| 0.9707 | 289.25 | |
| -0.0012 | -0.04 |
Estimation Period:
Apr 20, 2009 to Jun 5, 2020
Apr 20, 2009 to Jun 5, 2020
News Impact Curve
Liquidity Forecasts
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