Fortress Investment Group LLC Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.10 | |
| 0.1288 | 29.20 | |
| 0.8475 | 370.41 | |
| 0.0473 | 6.08 |
Estimation Period:
Feb 9, 2007 to Dec 22, 2017
Feb 9, 2007 to Dec 22, 2017
News Impact Curve
Liquidity Forecasts
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