ZPG PLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1107 | 12.92 | |
| 0.8678 | 198.58 | |
| 0.0430 | 3.33 |
Estimation Period:
Jun 17, 2014 to Jul 6, 2018
Jun 17, 2014 to Jul 6, 2018
News Impact Curve
Liquidity Forecasts
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