Magnit PJSC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:30.37 (-2.21)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 2.41 | |
| 0.0849 | 10.73 | |
| 0.8973 | 351.48 | |
| 0.0356 | 2.35 |
Estimation Period:
Jun 6, 2006 to Jul 8, 2022
Jun 6, 2006 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
Other Magnit PJSC Analyses
Other Asymmetric ILLIQ Analyses on International Equities