Tremont Mortgage Trust Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.1603 | 13.86 | |
| 0.8241 | 119.15 | |
| 0.0313 | 1.84 |
Estimation Period:
Sep 14, 2017 to Sep 24, 2021
Sep 14, 2017 to Sep 24, 2021
News Impact Curve
Liquidity Forecasts
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