V-Lab: Tecom Group Pjsc Spline ILLIQ Liquidity Analysis

V-Lab

Tecom Group Pjsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:3,150.55 (0.02)

Analysis last updated: Friday, June 27, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6787	3.84
$α$	0.0000	0.00
$β$	0.9903	30.93
$γ_{1}$	-27.4868	-1.49
$γ_{2}$	63.6224	2.59
$γ_{3}$	-85.6090	-5.11
$γ_{4}$	83.0772	5.14
$γ_{5}$	-40.0037	-3.28
$γ_{6}$	4.0626	0.27
$γ_{7}$	5.1899	0.33
$γ_{8}$	-17.1720	-1.37
$γ_{9}$	32.7396	2.53
$γ_{10}$	-37.3475	-2.48

Estimation Period:
Jul 5, 2022 to Jun 26, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Tecom Group Pjsc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM