Johnson Controls Inc Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1619 | 4.03 | |
| 0.0199 | 15.74 | |
| 0.9568 | 1,025.55 | |
| 0.0452 | 24.22 |
Estimation Period:
Jan 2, 1990 to Sep 2, 2016
Jan 2, 1990 to Sep 2, 2016
News Impact Curve
Liquidity Forecasts
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