Webster Ltd Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1011 | 3.46 | |
| 0.0953 | 6.12 | |
| 0.8665 | 42.55 | |
| 0.2886 | 1.64 | |
| -0.5174 | -2.08 | |
| 0.2642 | 1.91 | |
| 0.1450 | 0.80 | |
| -0.2384 | -1.12 | |
| -0.3347 | -1.72 | |
| 0.9191 | 5.50 | |
| -1.1281 | -6.81 |
Estimation Period:
Jan 4, 1990 to Feb 7, 2020
Jan 4, 1990 to Feb 7, 2020
News Impact Curve
Liquidity Forecasts
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