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	param	t-stat
$ω$	1.9181	1.24
$α$	0.5071	3.49
$β$	0.4490	5.35
$γ_{1}$	-11.1413	-4.86
$γ_{2}$	18.6992	6.11
$γ_{3}$	-6.2169	-4.19
$γ_{4}$	-7.2933	-3.54
$γ_{5}$	9.0731	3.43
$γ_{6}$	-4.6263	-1.92
$γ_{7}$	4.6244	2.08
$γ_{8}$	-5.3290	-2.31

V-Lab

Rosgosstrakh PJSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:50,575.33 (15,419.43)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Rosgosstrakh PJSC Analyses