Rothschild & Co ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1687 | 0.71 | |
| 0.6828 | 26.67 | |
| -0.1687 | -0.34 | |
| 0.0000 | 0.00 | |
| 0.0256 | 0.75 | |
| 0.9744 | 200.41 |
Estimation Period:
Jun 28, 1991 to Sep 8, 2023
Jun 28, 1991 to Sep 8, 2023
News Impact Curve
Liquidity Forecasts
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