Skip to main content
V-Lab

Westmoreland Coal Co Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Analysis last updated: Friday, April 10, 2020 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Westmoreland Coal Co ILLIQ-SMEM
paramt-stat
ω0.91850.89
α0.07470.07
β0.92530.84
γ10.02460.03
γ20.20560.23
γ3-0.7969-2.41
γ40.82090.98
γ5-0.2985-0.10
γ60.26690.05
γ7-0.4125-0.05
γ80.03420.00
γ90.43230.07
γ101.44120.07
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Impact of return on liquidity tomorrow
Liquidity Forecasts