Shell PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1046 | 8.64 | |
| 0.0290 | 21.26 | |
| 0.9525 | 1,025.24 | |
| 0.0339 | 13.17 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Liquidity Forecasts
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