V-Lab: United Aircraft Corp PJSC Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

United Aircraft Corp PJSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:3371.33 (-179.89)

Analysis last updated: Wednesday, July 20, 2022 at 06:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6518	2.54
$α$	0.1622	5.04
$β$	0.7269	15.80
$γ_{1}$	0.7565	1.75
$γ_{2}$	-1.4083	-2.19
$γ_{3}$	0.3627	0.73
$γ_{4}$	0.8726	1.98
$γ_{5}$	-0.7567	-2.37
$γ_{6}$	0.0772	0.32
$γ_{7}$	0.3789	1.50

Estimation Period:
Jan 21, 2010 to Jul 8, 2022

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other United Aircraft Corp PJSC Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM