Capital Property Fund Asymmetric ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.85 | |
| 0.0648 | 3.29 | |
| 0.9335 | 64.26 | |
| 0.0034 | 0.17 |
Estimation Period:
Apr 11, 1995 to Jun 27, 2014
Apr 11, 1995 to Jun 27, 2014
News Impact Curve
Liquidity Forecasts
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