NCO Portfolio Management Inc Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.78 | |
| 0.1417 | 6.94 | |
| 0.8757 | 133.33 | |
| -0.0349 | -1.69 |
Estimation Period:
Feb 23, 2001 to Mar 26, 2004
Feb 23, 2001 to Mar 26, 2004
News Impact Curve
Liquidity Forecasts
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