Western Asset Mortgage Capital Corp Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.76 | |
| 0.0429 | 10.89 | |
| 0.9225 | 408.38 | |
| 0.0692 | 7.42 |
Estimation Period:
May 10, 2012 to Jan 17, 2020
May 10, 2012 to Jan 17, 2020
News Impact Curve
Liquidity Forecasts
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