Value Group Ltd Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0264 | 8.53 | |
| 0.9779 | 1,176.74 | |
| -0.0085 | -2.35 |
Estimation Period:
Oct 26, 1998 to Jun 18, 2021
Oct 26, 1998 to Jun 18, 2021
News Impact Curve
Liquidity Forecasts
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