UBM PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 4.50 | |
| 0.0557 | 16.85 | |
| 0.9294 | 518.35 | |
| 0.0297 | 5.07 |
Estimation Period:
Jan 2, 1990 to Jun 8, 2018
Jan 2, 1990 to Jun 8, 2018
News Impact Curve
Liquidity Forecasts
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