ESR 2022 PLC ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1083 | 0.30 | |
| 0.8993 | 77.38 | |
| -0.1083 | -0.16 | |
| 0.6631 | 0.49 | |
| 0.0000 | 0.00 | |
| 0.9974 | 45.24 |
Estimation Period:
May 18, 2017 to Oct 14, 2022
May 18, 2017 to Oct 14, 2022
News Impact Curve
Liquidity Forecasts
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