SanPaolo IMI SpA Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 5.58 | |
| 0.0483 | 14.06 | |
| 0.9170 | 271.29 | |
| 0.0644 | 14.70 |
Estimation Period:
Apr 1, 1992 to Dec 29, 2006
Apr 1, 1992 to Dec 29, 2006
News Impact Curve
Liquidity Forecasts
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