Moscow Exchange MICEX-RTS PJSC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:31.62 (-3.02)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2799 | 13.86 | |
| 0.0908 | 20.07 | |
| 0.8583 | 309.06 | |
| 0.0770 | 8.78 |
Estimation Period:
Aug 28, 2012 to Jul 8, 2022
Aug 28, 2012 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
Other Moscow Exchange MICEX-RTS PJSC Analyses
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