Accredited Home Lenders Holding Co Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 11.87 | |
| 0.1582 | 17.39 | |
| 0.7995 | 124.30 | |
| 0.0267 | 1.65 |
Estimation Period:
Feb 13, 2003 to Oct 11, 2007
Feb 13, 2003 to Oct 11, 2007
News Impact Curve
Liquidity Forecasts
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