Seymour Whyte Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0438 | 6.84 | |
| 0.9215 | 205.27 | |
| 0.0695 | 9.79 |
Estimation Period:
May 31, 2010 to Sep 29, 2017
May 31, 2010 to Sep 29, 2017
News Impact Curve
Liquidity Forecasts
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