Mr. Green & Co AB ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1763 | 1.62 | |
| 0.7245 | 45.20 | |
| -0.1763 | -0.67 | |
| 10.0000 | 2.62 | |
| 0.5043 | 4.93 | |
| 0.4957 | 1.17 |
Estimation Period:
Jun 28, 2013 to Feb 15, 2019
Jun 28, 2013 to Feb 15, 2019
News Impact Curve
Liquidity Forecasts
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