NCO Portfolio Management Inc Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9779 | 2.26 | |
| 0.3688 | 1.88 | |
| 0.2395 | 2.03 | |
| 41.4222 | 3.72 | |
| -40.8027 | -2.54 | |
| -11.4043 | -0.83 | |
| 30.3765 | 1.97 | |
| -43.8912 | -2.97 | |
| 44.8083 | 3.19 | |
| -41.2593 | -3.83 | |
| 39.0824 | 3.28 |
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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