Non-Standard Finance PLC Spline ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1767 | 0.24 | |
| 0.1577 | 0.03 | |
| 0.8423 | 0.14 | |
| -1.7417 | -0.02 | |
| 0.5910 | 0.01 | |
| 2.6670 | 0.15 | |
| -4.0884 | -0.60 | |
| 3.4529 | 0.09 | |
| -3.3277 | -0.01 | |
| 0.1771 | 0.00 | |
| 22.5016 | 0.02 | |
| -37.3113 | -0.02 |
Estimation Period:
May 7, 2015 to Jun 30, 2023
May 7, 2015 to Jun 30, 2023
News Impact Curve
Liquidity Forecasts
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