Eurosic Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7273 | 4.74 | |
| 0.1680 | 8.69 | |
| 0.7240 | 20.77 | |
| -0.0819 | -1.72 | |
| 0.0870 | 1.30 | |
| -0.0327 | -0.66 | |
| 0.1199 | 2.11 | |
| -0.1851 | -1.87 |
Estimation Period:
Jun 28, 1991 to Oct 13, 2017
Jun 28, 1991 to Oct 13, 2017
News Impact Curve
Liquidity Forecasts
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