Bank One Corp Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 4.94 | |
| 0.0298 | 13.92 | |
| 0.9501 | 728.06 | |
| 0.0351 | 9.73 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2004
Jan 1, 1990 to Jun 30, 2004
News Impact Curve
Liquidity Forecasts
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