RiskMetrics Group LLC Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0697 | 5.29 | |
| 0.1286 | 4.98 | |
| 0.8439 | 27.49 | |
| -1.5287 | -6.90 |
Estimation Period:
Jan 24, 2008 to Jun 1, 2010
Jan 24, 2008 to Jun 1, 2010
News Impact Curve
Liquidity Forecasts
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