VIP GLOVES FPO Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4963 | 2.00 | |
| 0.2588 | 4.47 | |
| 0.7410 | 12.80 | |
| -0.5705 | -0.21 | |
| 1.1414 | 0.24 | |
| -9.3416 | -1.00 | |
| 19.7875 | 1.06 | |
| -19.4479 | -0.84 | |
| 22.1237 | 0.94 | |
| -20.9841 | -0.82 | |
| -3.2483 | -0.12 | |
| 47.5146 | 1.57 | |
| -80.5471 | -2.69 |
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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