Rosbank PJSC ILLIQ-MFMEM Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:36,232.61 (-4,861.06)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1453 | 0.10 | |
| 0.8542 | 45.98 | |
| -0.1453 | -0.05 | |
| 10.0000 | 0.10 | |
| 0.0639 | 0.11 | |
| 0.9361 | 18.15 |
Estimation Period:
Feb 24, 2006 to Jul 8, 2022
Feb 24, 2006 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
Other Rosbank PJSC Analyses
Other ILLIQ-MFMEM Analyses on International Equities