Darwin Professional Underwriters Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 4.62 | |
| 0.1055 | 12.17 | |
| 0.8726 | 138.13 | |
| 0.0439 | 2.29 |
Estimation Period:
May 18, 2006 to Oct 20, 2008
May 18, 2006 to Oct 20, 2008
News Impact Curve
Liquidity Forecasts
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