PHH Corp Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3860 | 2.08 | |
| 0.1580 | 13.88 | |
| 0.8290 | 66.38 | |
| 0.0110 | 0.16 | |
| -0.0304 | -0.33 | |
| 0.0943 | 1.51 |
Estimation Period:
Jan 19, 2005 to Sep 28, 2018
Jan 19, 2005 to Sep 28, 2018
News Impact Curve
Liquidity Forecasts
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