Petrosibir AB Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.06 | |
| 0.0796 | 8.94 | |
| 0.8800 | 251.21 | |
| 0.0808 | 7.25 |
Estimation Period:
Feb 1, 2000 to Feb 4, 2016
Feb 1, 2000 to Feb 4, 2016
News Impact Curve
Liquidity Forecasts
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