Pgs Asa Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9005 | 3.88 | |
| 0.0819 | 12.93 | |
| 0.8973 | 360.22 | |
| 0.0416 | 4.48 |
Estimation Period:
Aug 24, 1994 to Jun 28, 2024
Aug 24, 1994 to Jun 28, 2024
News Impact Curve
Liquidity Forecasts
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