UralSib Bank PJSC Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, July 11th, 2022:28,549.39 (1,800.67)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0204 | 0.02 | |
| 0.2301 | 0.00 | |
| 0.7698 | 0.00 | |
| -18.2038 | -0.00 | |
| 55.2279 | 0.00 | |
| -53.8829 | -0.00 | |
| 12.8650 | 0.00 | |
| 5.5752 | 0.00 | |
| -0.0879 | -0.00 | |
| -2.9206 | -0.00 | |
| 1.3272 | 0.00 | |
| 0.4940 | 0.00 | |
| -0.0027 | -0.00 |
Estimation Period:
Mar 5, 2003 to Jul 8, 2022
Mar 5, 2003 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
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