Tremont Mortgage Trust ILLIQ-MFMEM Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2565 | 2.43 | |
| 0.7613 | 75.53 | |
| -0.2565 | -1.43 | |
| 10.0000 | 2.54 | |
| 0.0000 | 0.00 | |
| 0.9947 | 153.48 |
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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