BM Bank JSC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.74 | |
| 0.1068 | 20.24 | |
| 0.8790 | 313.24 | |
| 0.0286 | 3.31 |
Estimation Period:
Dec 16, 2004 to Dec 11, 2015
Dec 16, 2004 to Dec 11, 2015
News Impact Curve
Liquidity Forecasts
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