Old Mutual PLC Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6399 | 5.51 | |
| 0.1261 | 6.09 | |
| 0.8543 | 42.44 | |
| -0.1385 | -5.74 | |
| 0.2491 | 7.12 | |
| -0.1781 | -6.76 | |
| 0.1045 | 2.80 |
Estimation Period:
Jul 9, 1999 to Jun 22, 2018
Jul 9, 1999 to Jun 22, 2018
News Impact Curve
Liquidity Forecasts
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