Ausy Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9135 | 3.27 | |
| 0.1924 | 7.76 | |
| 0.7997 | 37.35 | |
| 0.2736 | 0.56 | |
| -0.1340 | -0.19 | |
| -1.3595 | -2.83 | |
| 2.4161 | 4.72 | |
| -1.6504 | -3.68 | |
| 0.3523 | 0.94 | |
| 0.2568 | 0.67 | |
| -0.0045 | -0.01 | |
| -2.1431 | -1.61 | |
| 7.0835 | 1.77 |
Estimation Period:
Apr 30, 1999 to Jan 27, 2017
Apr 30, 1999 to Jan 27, 2017
News Impact Curve
Liquidity Forecasts
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