21st Century Insurance Group Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 2.46 | |
| 0.0773 | 24.69 | |
| 0.9242 | 533.92 | |
| -0.0031 | -0.62 |
Estimation Period:
Jan 1, 1990 to Sep 27, 2007
Jan 1, 1990 to Sep 27, 2007
News Impact Curve
Liquidity Forecasts
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