Washington Mutual Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9143 | 4.34 | |
| 0.1106 | 2.64 | |
| 0.8892 | 21.48 | |
| 0.1371 | 0.49 | |
| -0.5058 | -1.21 | |
| 0.4466 | 1.50 | |
| -0.7042 | -1.19 | |
| 2.8060 | 1.11 | |
| -3.7432 | -1.13 |
Estimation Period:
Jan 2, 1990 to Mar 19, 2012
Jan 2, 1990 to Mar 19, 2012
News Impact Curve
Liquidity Forecasts
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