Montpelier Re Holdings Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 11.79 | |
| 0.0692 | 15.96 | |
| 0.9136 | 409.32 | |
| 0.0182 | 2.31 |
Estimation Period:
Oct 9, 2002 to Jul 31, 2015
Oct 9, 2002 to Jul 31, 2015
News Impact Curve
Liquidity Forecasts
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