Edmond de Rothschild Suisse SA Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0466 | 3.32 | |
| 0.9556 | 104.34 | |
| -0.0148 | -0.60 |
Estimation Period:
Sep 14, 1990 to May 31, 2019
Sep 14, 1990 to May 31, 2019
News Impact Curve
Liquidity Forecasts
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