Millennium & Copthorne Hotels PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5602 | 8.54 | |
| 0.0405 | 9.16 | |
| 0.9430 | 666.46 | |
| 0.0330 | 3.24 |
Estimation Period:
Oct 15, 1996 to Oct 4, 2019
Oct 15, 1996 to Oct 4, 2019
News Impact Curve
Liquidity Forecasts
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