Total Produce plc Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0188 | 6.77 | |
| 0.9903 | 2,606.06 | |
| -0.0182 | -7.19 |
Estimation Period:
Jan 1, 2007 to Jul 23, 2021
Jan 1, 2007 to Jul 23, 2021
News Impact Curve
Liquidity Forecasts
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