V-Lab
Lake Sunapee Bank Group Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, January 17th, 2017:64101.75 (-2652.79)
Analysis last updated: Friday, January 13, 2017 at 11:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.06 | |
| 0.0368 | 20.20 | |
| 0.9602 | 705.50 | |
| 0.0061 | 1.93 |
Estimation Period:
Jan 1, 1990 to Jan 13, 2017
Jan 1, 1990 to Jan 13, 2017
News Impact Curve
Liquidity Forecasts
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