SCPIE Holdings Inc Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1663 | 5.94 | |
| 0.0809 | 22.34 | |
| 0.9107 | 335.80 | |
| 0.0168 | 2.73 |
Estimation Period:
Jan 29, 1997 to Jun 30, 2008
Jan 29, 1997 to Jun 30, 2008
News Impact Curve
Liquidity Forecasts
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