Valtech SE ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0869 | 0.90 | |
| 0.9017 | 406.91 | |
| -0.0869 | -0.45 | |
| 10.0000 | 0.44 | |
| 0.9938 | 0.91 | |
| 0.0062 | 0.29 |
Estimation Period:
Apr 12, 1999 to Feb 15, 2017
Apr 12, 1999 to Feb 15, 2017
News Impact Curve
Liquidity Forecasts
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