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	param	t-stat
$ω$	5.0000	6.66
$α$	0.0813	17.04
$β$	0.8765	351.14
$γ$	0.0845	10.06

V-Lab

Bank St Petersburg PJSC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:1,299.87 (187.56)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Bank St Petersburg PJSC Analyses