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National Penn Bancshares Inc Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Analysis last updated: Friday, April 1, 2016 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Penn Bancshares Inc ILLIQ-SMEM
paramt-stat
ω2.16957.43
α0.08267.14
β0.863943.38
γ1-0.0556-0.51
γ2-0.0472-0.26
γ30.17011.18
γ4-0.2076-1.49
γ50.31592.41
γ6-0.2798-3.02
γ70.23773.69
γ8-0.2049-3.53
γ90.08261.35
γ10-0.0346-0.32
Estimation Period:
Jan 3, 1990 to Apr 1, 2016
Impact of return on liquidity tomorrow
Liquidity Forecasts