Nordjyske Bank A/S Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.08 | |
| 0.0469 | 10.56 | |
| 0.9596 | 650.57 | |
| -0.0130 | -1.87 |
Estimation Period:
Jan 1, 1990 to Jun 8, 2018
Jan 1, 1990 to Jun 8, 2018
News Impact Curve
Liquidity Forecasts
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