V-Lab: Sngn Romgaz Sa Spline ILLIQ Liquidity Analysis

V-Lab

Sngn Romgaz Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 10th, 2025:5,614.24 (1,520.10)

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
$ω$	1.4914	9.93
$α$	0.0720	5.26
$β$	0.8759	31.62
$γ_{1}$	-0.0058	-1.26

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM