TTBGROUP JSC Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, July 7th, 2023:107.52 (-47.50)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3455 | 7.78 | |
| 0.1000 | 3.95 | |
| 0.6694 | 22.27 | |
| 0.4612 | 2.29 |
Estimation Period:
Jan 26, 2015 to Jun 30, 2023
Jan 26, 2015 to Jun 30, 2023
News Impact Curve
Liquidity Forecasts
Other TTBGROUP JSC Analyses
Other Asymmetric ILLIQ Analyses on International Equities