A & J Mucklow Group Plc Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.09 | |
| 0.0175 | 9.74 | |
| 0.9792 | 556.04 | |
| 0.0066 | 1.79 |
Estimation Period:
Jan 14, 1991 to Jun 21, 2019
Jan 14, 1991 to Jun 21, 2019
News Impact Curve
Liquidity Forecasts
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