SAS AB ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1619 | 10.18 | |
| 0.8413 | 204.00 | |
| -0.1170 | -3.85 | |
| 0.1107 | 26.73 | |
| 0.0000 | 0.03 | |
| 0.9982 | 2,411.15 |
Estimation Period:
Jan 9, 1990 to Aug 9, 2024
Jan 9, 1990 to Aug 9, 2024
News Impact Curve
Liquidity Forecasts
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