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	param	t-stat
$ω$	1.0576	5.12
$α$	0.1600	10.79
$β$	0.8394	56.66
$γ_{1}$	0.2499	3.29
$γ_{2}$	-0.4527	-4.15
$γ_{3}$	0.1930	2.25

V-Lab

Rosbank PJSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:36,871.78 (-5,179.06)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Rosbank PJSC Analyses