Nam Song Hau Trading Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, March 12th, 2025:67.98 (-16.18)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 5.70 | |
| 0.1101 | 7.72 | |
| 0.7821 | 114.15 | |
| 0.1553 | 6.60 |
Estimation Period:
Jun 24, 2020 to Mar 7, 2025
Jun 24, 2020 to Mar 7, 2025
News Impact Curve
Liquidity Forecasts
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