Signature Bank/New York NY Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.01 | |
| 0.0410 | 2.22 | |
| 0.8567 | 332.30 | |
| 0.2047 | 9.49 |
Estimation Period:
Mar 23, 2004 to Jun 21, 2024
Mar 23, 2004 to Jun 21, 2024
News Impact Curve
Liquidity Forecasts
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