Euler Hermes Group Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.98 | |
| 0.0704 | 12.47 | |
| 0.9204 | 390.85 | |
| 0.0183 | 1.72 |
Estimation Period:
Apr 27, 2000 to Apr 20, 2018
Apr 27, 2000 to Apr 20, 2018
News Impact Curve
Liquidity Forecasts
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