FEI Co Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7061 | 0.18 | |
| 0.1500 | 0.03 | |
| 0.8499 | 0.19 | |
| -1.0093 | -0.01 | |
| 0.6510 | 0.01 | |
| 0.7359 | 0.18 | |
| -0.5445 | -0.14 | |
| 0.3736 | 0.16 | |
| -0.4536 | -0.13 | |
| 0.4411 | 0.06 | |
| -0.6276 | -0.04 |
Estimation Period:
Jun 1, 1995 to Sep 16, 2016
Jun 1, 1995 to Sep 16, 2016
News Impact Curve
Liquidity Forecasts
Other FEI Co Analyses
Other Spline ILLIQ Analyses on Equities