Nymagic Inc Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 0.10 | |
| 0.0463 | 23.74 | |
| 0.9392 | 750.18 | |
| 0.0290 | 9.10 |
Estimation Period:
Jan 1, 1990 to Nov 23, 2010
Jan 1, 1990 to Nov 23, 2010
News Impact Curve
Liquidity Forecasts
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