Moscow Exchange MICEX-RTS PJSC Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:18.84 (-2.56)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6704 | 7.96 | |
| 0.1633 | 8.59 | |
| 0.7708 | 38.11 | |
| 0.0321 | 3.24 |
Estimation Period:
Aug 28, 2012 to Jul 8, 2022
Aug 28, 2012 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
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