Wellesley Bank Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1063 | 5.05 | |
| 0.0746 | 2.58 | |
| 0.6523 | 4.72 | |
| -0.7039 | -3.75 | |
| 1.0609 | 3.79 | |
| -0.6362 | -2.73 | |
| 0.6254 | 1.68 |
Estimation Period:
Jan 26, 2012 to May 29, 2020
Jan 26, 2012 to May 29, 2020
News Impact Curve
Liquidity Forecasts
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