Protective Insurance Corp Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9208 | 5.36 | |
| 0.0640 | 5.45 | |
| 0.8762 | 34.80 | |
| -0.9979 | -3.01 | |
| 1.6813 | 3.18 | |
| -1.2309 | -2.69 | |
| 0.9093 | 2.25 | |
| -0.6358 | -1.76 | |
| 0.5089 | 1.21 | |
| -0.1491 | -0.33 | |
| 0.1693 | 0.34 | |
| -1.9821 | -2.54 |
Estimation Period:
Jan 3, 1990 to May 28, 2021
Jan 3, 1990 to May 28, 2021
News Impact Curve
Liquidity Forecasts
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