Shawbrook Group PLC Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3934 | 5.34 | |
| 0.1385 | 8.45 | |
| 0.8613 | 105.87 | |
| 0.0003 | 0.01 |
Estimation Period:
Mar 31, 2015 to Aug 18, 2017
Mar 31, 2015 to Aug 18, 2017
News Impact Curve
Liquidity Forecasts
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