NYMEX Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2491 | 10.27 | |
| 0.1548 | 3.41 | |
| 0.3087 | 1.16 | |
| 0.6025 | 0.56 | |
| 0.9376 | 0.56 | |
| -2.6119 | -1.63 |
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 Spline ILLIQ Analyses on Equities