Stentys ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1330 | 1.68 | |
| 0.8080 | 168.41 | |
| -0.1330 | -0.73 | |
| 10.0000 | 0.41 | |
| 0.4489 | 3.11 | |
| 0.5511 | 1.28 |
Estimation Period:
Oct 22, 2010 to Jul 22, 2019
Oct 22, 2010 to Jul 22, 2019
News Impact Curve
Liquidity Forecasts
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