Rostelecom PJSC Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:228.43 (17.61)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5539 | 2.68 | |
| 0.2331 | 14.25 | |
| 0.7635 | 46.47 | |
| -0.9486 | -3.60 | |
| 2.3371 | 3.92 | |
| -2.1285 | -4.02 | |
| 0.9335 | 4.12 | |
| -0.2872 | -3.59 | |
| 0.1688 | 1.51 |
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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