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Washington Banking Co Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 05:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Washington Banking Co ILLIQ-SMEM
paramt-stat
ω0.77205.60
α0.10915.31
β0.785116.14
γ1-0.2299-0.70
γ2-0.4731-0.84
γ31.11342.42
γ4-0.4155-1.11
γ5-0.2901-0.90
γ61.07913.51
γ7-2.1252-7.28
γ82.47158.96
γ9-1.6600-7.20
γ100.68892.15
Estimation Period:
Jun 22, 1998 to Apr 30, 2014
Impact of return on liquidity tomorrow
Liquidity Forecasts