V-Lab
V-Lab
OTP Bank PLC Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, June 6th, 2025:1.29 (-0.03)
Analysis last updated: Friday, June 6, 2025 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OTP Bank PLC ILLIQ-SMEM
paramt-stat
ω1.73286.75
α0.05227.36
β0.9405116.65
γ10.01847.93
γ2-0.0226-5.06
Estimation Period:
Sep 4, 1995 to May 30, 2025
Impact of return on liquidity tomorrow
Liquidity Forecasts