TERREÏS Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3560 | 5.77 | |
| 0.1016 | 5.91 | |
| 0.8318 | 24.29 | |
| -0.7776 | -1.89 | |
| -0.0260 | -0.04 | |
| 1.5597 | 3.74 | |
| -1.3239 | -3.05 | |
| 1.0661 | 2.67 | |
| -0.8274 | -2.37 | |
| 0.5791 | 1.60 | |
| -1.3636 | -2.27 |
Estimation Period:
Dec 21, 2006 to Oct 4, 2019
Dec 21, 2006 to Oct 4, 2019
News Impact Curve
Liquidity Forecasts
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