Lab GPO SAS Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.1742 | 1.27 | |
| 0.8803 | 13.78 | |
| -0.1091 | -0.67 |
Estimation Period:
Mar 29, 2000 to Dec 6, 2024
Mar 29, 2000 to Dec 6, 2024
News Impact Curve
Liquidity Forecasts
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