Probi AB Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6405 | 0.14 | |
| 0.1707 | 0.00 | |
| 0.8293 | 0.01 | |
| -1.0165 | -0.00 | |
| 0.7123 | 0.00 | |
| 0.6028 | 0.01 | |
| -0.4317 | -0.01 | |
| 0.5042 | 0.02 | |
| -1.9182 | -0.01 | |
| 3.6914 | 0.01 | |
| -2.4564 | -0.00 | |
| -0.9938 | -0.00 |
Estimation Period:
Dec 16, 1998 to Feb 7, 2025
Dec 16, 1998 to Feb 7, 2025
News Impact Curve
Liquidity Forecasts
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