Rostelecom PJSC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:206.43 (1.76)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9082 | 3.56 | |
| 0.1554 | 4.87 | |
| 0.7910 | 179.74 | |
| 0.1072 | 1.76 |
Estimation Period:
Jan 27, 1998 to Jul 8, 2022
Jan 27, 1998 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
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