Saeta Yield SA Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.0796 | 8.21 | |
| 0.8987 | 206.16 | |
| 0.0435 | 2.60 |
Estimation Period:
Feb 16, 2015 to Jun 15, 2018
Feb 16, 2015 to Jun 15, 2018
News Impact Curve
Liquidity Forecasts
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