Scapa Group plc Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 0.33 | |
| 0.0066 | 3.65 | |
| 0.9885 | 1,669.71 | |
| 0.0099 | 2.89 |
Estimation Period:
Feb 16, 1990 to Apr 9, 2021
Feb 16, 1990 to Apr 9, 2021
News Impact Curve
Liquidity Forecasts
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