Merrill Lynch ILLIQ-MFMEM Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0396 | 3.98 | |
| 0.9314 | 126.12 | |
| 0.0201 | 0.61 | |
| 1.0998 | 4.88 | |
| 0.4794 | 6.72 | |
| 0.5095 | 4.01 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
News Impact Curve
Liquidity Forecasts
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