Sberbank PAO Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:2.31 (-0.31)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3335 | 0.00 | |
| 0.1498 | 0.00 | |
| 0.8502 | 0.00 | |
| -2.4383 | -0.00 | |
| 4.3022 | 0.00 | |
| -2.6278 | -0.00 | |
| 0.9335 | 0.00 | |
| -0.2163 | -0.00 | |
| 0.0289 | 0.00 | |
| 0.0690 | 0.00 |
Estimation Period:
Apr 17, 1998 to Jul 8, 2022
Apr 17, 1998 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
Other Sberbank PAO Analyses
Other Spline ILLIQ Analyses on International Equities