V-Lab
Froy Asa Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, August 17th, 2023:4772.99 (3860.52)
Analysis last updated: Friday, August 18, 2023 at 03:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.31 | |
| 0.1274 | 10.20 | |
| 0.8310 | 110.01 | |
| 0.0831 | 2.78 |
Estimation Period:
Mar 29, 2021 to Aug 11, 2023
Mar 29, 2021 to Aug 11, 2023
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