TxCell SA Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.1196 | 10.02 | |
| 0.8555 | 201.87 | |
| 0.0497 | 3.26 |
Estimation Period:
Apr 11, 2014 to Nov 23, 2018
Apr 11, 2014 to Nov 23, 2018
News Impact Curve
Liquidity Forecasts
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