Yandex N V Asymmetric ILLIQ Liquidity Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 5.59 | |
| 0.0867 | 24.24 | |
| 0.8993 | 330.75 | |
| 0.0277 | 5.01 |
Estimation Period:
Jan 30, 2015 to Jul 8, 2022
Jan 30, 2015 to Jul 8, 2022
News Impact Curve
Liquidity Forecasts
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