Valmec Limited Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8258 | 1.82 | |
| 0.1909 | 4.17 | |
| 0.8064 | 20.07 | |
| 0.2977 | 0.08 | |
| -0.7783 | -0.15 | |
| 2.5216 | 1.14 | |
| -3.3165 | -1.34 | |
| -2.8746 | -0.85 | |
| 9.8190 | 2.96 | |
| -7.8112 | -2.93 | |
| 0.5178 | 0.19 |
Estimation Period:
Jan 13, 2005 to Oct 1, 2021
Jan 13, 2005 to Oct 1, 2021
News Impact Curve
Liquidity Forecasts
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