Severstal PAO Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:27.93 (-0.43)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1967 | 8.00 | |
| 0.0575 | 14.97 | |
| 0.8892 | 232.04 | |
| 0.1049 | 14.59 |
Estimation Period:
Jun 22, 2005 to Jul 8, 2022
Jun 22, 2005 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
Other Severstal PAO Analyses
Other Asymmetric ILLIQ Analyses on International Equities