Virgin Money Holdings UK PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2963 | 5.06 | |
| 0.1487 | 9.48 | |
| 0.8573 | 111.87 | |
| -0.0127 | -0.73 |
Estimation Period:
Nov 12, 2014 to Oct 12, 2018
Nov 12, 2014 to Oct 12, 2018
News Impact Curve
Liquidity Forecasts
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