NYMEX Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.94 | |
| 0.1011 | 6.93 | |
| 0.8164 | 65.78 | |
| 0.0880 | 2.98 |
Estimation Period:
Nov 16, 2006 to Aug 21, 2008
Nov 16, 2006 to Aug 21, 2008
News Impact Curve
Liquidity Forecasts
Other NYMEX Analyses
Other Asymmetric ILLIQ Analyses on Equities