Bear Stearns ILLIQ-MFMEM Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0853 | 1.69 | |
| 0.8393 | 29.64 | |
| 0.1420 | 2.95 | |
| 10.0000 | 1.24 | |
| 0.2023 | 0.76 | |
| 0.7937 | 2.00 |
Estimation Period:
Jan 2, 1990 to May 30, 2008
Jan 2, 1990 to May 30, 2008
News Impact Curve
Liquidity Forecasts
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