Bear Stearns Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1259 | 5.06 | |
| 0.0614 | 10.54 | |
| 0.9360 | 139.60 | |
| -0.0564 | -1.81 | |
| 0.0022 | 0.03 | |
| 0.2142 | 0.91 |
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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