TradeStation Group Inc Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 3.94 | |
| 0.0788 | 19.15 | |
| 0.8571 | 176.58 | |
| 0.1282 | 8.34 |
Estimation Period:
Sep 30, 1997 to Jun 10, 2011
Sep 30, 1997 to Jun 10, 2011
News Impact Curve
Liquidity Forecasts
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