Dalenys Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4197 | 3.02 | |
| 0.1822 | 8.57 | |
| 0.7890 | 33.51 | |
| 0.4255 | 0.39 | |
| -1.5615 | -0.89 | |
| 0.9384 | 0.75 | |
| 2.1205 | 2.08 | |
| -3.6360 | -4.49 | |
| 2.7057 | 3.06 | |
| -0.7330 | -0.63 | |
| -4.7623 | -2.72 | |
| 16.5111 | 3.44 |
Estimation Period:
Dec 6, 2006 to Feb 23, 2018
Dec 6, 2006 to Feb 23, 2018
News Impact Curve
Liquidity Forecasts
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