Skip to main content
V-Lab

Penn-America Group Inc Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 03:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Penn-America Group Inc ILLIQ-SMEM
paramt-stat
ω0.38643.60
α0.15904.67
β0.65298.30
γ1-6.0932-7.94
γ28.47667.55
γ3-3.5841-3.66
γ42.09152.11
γ5-0.7364-0.92
γ6-0.7293-1.16
γ7-0.2036-0.35
γ81.89923.83
γ9-2.6252-3.63
Estimation Period:
Oct 27, 1993 to Jan 24, 2005
Impact of return on liquidity tomorrow
Liquidity Forecasts