Wilson Asa Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 3.03 | |
| 0.0669 | 2.41 | |
| 0.8990 | 22.96 | |
| -2.0222 | -2.22 | |
| 5.7092 | 4.16 | |
| -8.8061 | -10.71 | |
| 8.2705 | 6.98 | |
| -6.8055 | -3.33 | |
| 5.8029 | 2.55 | |
| 0.5553 | 0.22 |
Estimation Period:
Mar 18, 2005 to May 5, 2023
Mar 18, 2005 to May 5, 2023
News Impact Curve
Liquidity Forecasts
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