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	param	t-stat
$ω$	1.9241	2.42
$α$	0.1468	9.67
$β$	0.8522	55.75
$γ_{1}$	-0.0296	-2.11

V-Lab

Bank St Petersburg PJSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:1,188.40 (128.34)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Bank St Petersburg PJSC Analyses