TC Pipelines, LP Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.15 | |
| 0.0710 | 23.96 | |
| 0.9159 | 565.35 | |
| 0.0262 | 5.54 |
Estimation Period:
May 25, 1999 to Feb 26, 2021
May 25, 1999 to Feb 26, 2021
News Impact Curve
Liquidity Forecasts
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