Mellon Financial Corp Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 6.08 | |
| 0.0468 | 19.31 | |
| 0.9394 | 629.60 | |
| 0.0244 | 5.72 |
Estimation Period:
Jan 1, 1990 to Jun 29, 2007
Jan 1, 1990 to Jun 29, 2007
News Impact Curve
Liquidity Forecasts
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