Shell PLC ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0563 | 0.90 | |
| 0.8695 | 15.98 | |
| 0.1472 | 5.03 | |
| 10.0000 | 3.41 | |
| 0.0495 | 2.13 | |
| 0.9490 | 12.11 |
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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