HSBC Trinkaus & Burkhardt AG Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0682 | 4.43 | |
| 0.9308 | 153.73 | |
| 0.0019 | 0.08 |
Estimation Period:
Jan 1, 1999 to Jan 15, 2021
Jan 1, 1999 to Jan 15, 2021
News Impact Curve
Liquidity Forecasts
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