F&C Asset Management PLC Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3696 | 2.46 | |
| 0.2559 | 4.57 | |
| 0.6930 | 16.68 | |
| -1.4859 | -2.55 | |
| 2.3679 | 2.95 | |
| -1.5754 | -2.84 | |
| 0.2971 | 0.30 | |
| 1.0979 | 0.83 | |
| -0.5326 | -0.52 | |
| -0.3421 | -0.49 | |
| 0.2873 | 0.49 | |
| -0.3075 | -0.59 | |
| -0.3125 | -0.45 |
Estimation Period:
May 10, 1994 to May 6, 2014
May 10, 1994 to May 6, 2014
News Impact Curve
Liquidity Forecasts
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