Mccarthy & Stone Ltd Spline ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0168 | 5.26 | |
| 0.1677 | 7.34 | |
| 0.8018 | 29.55 | |
| -0.4973 | -1.90 | |
| 0.9578 | 2.12 | |
| -1.7089 | -3.29 |
Estimation Period:
Nov 5, 2015 to Jan 29, 2021
Nov 5, 2015 to Jan 29, 2021
News Impact Curve
Liquidity Forecasts
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