Western Asset Mortgage Capital Corp Spline ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1550 | 6.17 | |
| 0.0934 | 8.02 | |
| 0.8922 | 65.59 | |
| 0.0019 | 0.01 | |
| -0.0445 | -0.21 | |
| -0.1059 | -0.53 |
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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