Probanka dd Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 84.0672 | 840,671,600.00 | |
| 0.9392 | 9,392,230.00 | |
| 0.0000 | 0.00 | |
| -10,063.8300 | -100,638,300,000.00 | |
| 34,772.3600 | 347,723,600,000.00 | |
| -41,643.7900 | -416,437,900,000.00 | |
| 2,898.6160 | 28,986,160,000.00 | |
| 62,752.3000 | 627,523,000,000.00 | |
| -95,802.1700 | -958,021,700,000.00 | |
| 37,820.7200 | 378,207,200,000.00 | |
| 140,258.3000 | 1,402,583,000,000.00 | |
| -320,059.7000 | -3,200,597,000,000.00 | |
| -918,461.9000 | -9,184,619,000,000.00 |
Estimation Period:
Feb 15, 2006 to Jul 12, 2013
Feb 15, 2006 to Jul 12, 2013
News Impact Curve
Liquidity Forecasts
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