Sophos Group PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2125 | 5.34 | |
| 0.1049 | 13.72 | |
| 0.8645 | 172.45 | |
| 0.0613 | 4.43 |
Estimation Period:
Jun 25, 2015 to Feb 28, 2020
Jun 25, 2015 to Feb 28, 2020
News Impact Curve
Liquidity Forecasts
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