Tongaat Hulett Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3496 | 0.40 | |
| 0.0095 | 10.28 | |
| 0.9869 | 944.41 | |
| 0.0072 | 3.51 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Liquidity Forecasts
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