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	param	t-stat
$ω$	5.0000	0.75
$α$	0.0777	20.62
$β$	0.8911	387.08
$γ$	0.0624	10.21

V-Lab

Rosbank PJSC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:30,095.00 (-3,673.55)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Rosbank PJSC Analyses