V-Lab: Sngn Romgaz Sa ILLIQ-MFMEM Liquidity Analysis

V-Lab

Sngn Romgaz Sa ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, July 10th, 2025:6,965.57 (2,632.90)

Analysis last updated: Thursday, July 10, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1240	0.27
$β$	0.6689	25.83
$γ$	-0.1240	-0.13
$λ_{1}$	10.0000	0.41
$λ_{2}$	0.0180	0.49
$λ_{3}$	0.9794	27.38

Estimation Period:
Nov 12, 2013 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sngn Romgaz Sa Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ