Commerce Bancorp LLC/NJ Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 3.57 | |
| 0.0673 | 20.26 | |
| 0.9142 | 454.82 | |
| 0.0370 | 7.70 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2008
Jan 1, 1990 to Mar 28, 2008
News Impact Curve
Liquidity Forecasts
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