TTBGROUP JSC Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, July 7th, 2023:61.00 (-23.13)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1194 | 2.94 | |
| 0.2973 | 3.38 | |
| 0.6986 | 8.32 | |
| -18.4900 | -3.74 | |
| 38.5478 | 4.20 | |
| -29.9219 | -4.44 | |
| -4.3824 | -0.22 | |
| 48.3749 | 0.85 | |
| -54.7621 | -0.95 | |
| 23.2124 | 1.02 | |
| -0.6969 | -0.15 | |
| -6.1152 | -1.97 |
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 Spline ILLIQ Analyses on International Equities