Capstead Mortgage Corp Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.97 | |
| 0.0590 | 35.15 | |
| 0.9126 | 754.84 | |
| 0.0569 | 23.14 |
Estimation Period:
Jan 2, 1990 to Jan 17, 2020
Jan 2, 1990 to Jan 17, 2020
News Impact Curve
Liquidity Forecasts
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