Rosgosstrakh PJSC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:41,596.48 (1,439.22)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.29 | |
| 0.0709 | 3.22 | |
| 0.9337 | 275.51 | |
| -0.0093 | -0.28 |
Estimation Period:
Nov 25, 2013 to Jul 8, 2022
Nov 25, 2013 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
Other Rosgosstrakh PJSC Analyses
Other Asymmetric ILLIQ Analyses on International Equities