OrotonGroup Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.18 | |
| 0.0201 | 15.24 | |
| 0.9744 | 963.83 | |
| 0.0108 | 5.64 |
Estimation Period:
Feb 7, 1990 to Nov 24, 2017
Feb 7, 1990 to Nov 24, 2017
News Impact Curve
Liquidity Forecasts
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