Calamos Asset Management Inc Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9950 | 7.93 | |
| 0.1249 | 11.38 | |
| 0.8515 | 62.63 | |
| 0.0592 | 1.99 | |
| -0.1389 | -2.94 | |
| 0.1695 | 3.36 |
Estimation Period:
Oct 28, 2004 to Feb 17, 2017
Oct 28, 2004 to Feb 17, 2017
News Impact Curve
Liquidity Forecasts
Other Calamos Asset Management Inc Analyses
Other Spline ILLIQ Analyses on Equities