Petrosibir AB Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0779 | 3.28 | |
| 0.1802 | 8.21 | |
| 0.8179 | 37.13 | |
| 1.2808 | 0.93 | |
| -3.6479 | -1.98 | |
| 3.3113 | 3.20 | |
| -0.1687 | -0.18 | |
| -2.1893 | -2.20 | |
| 2.3583 | 1.98 | |
| -0.3549 | -0.27 | |
| -3.6544 | -3.46 | |
| 7.5041 | 6.05 | |
| -7.8251 | -5.12 |
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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