VIP GLOVES FPO Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.1260 | 2.56 | |
| 0.9122 | 166.25 | |
| -0.0764 | -1.06 |
Estimation Period:
Feb 5, 1997 to Jan 25, 2023
Feb 5, 1997 to Jan 25, 2023
News Impact Curve
Liquidity Forecasts
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