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	param	t-stat
$ω$	1.2588	2.96
$α$	0.2187	1.99
$β$	0.7811	7.21
$γ_{1}$	0.3964	0.08
$γ_{2}$	-2.9330	-0.54
$γ_{3}$	2.9372	0.64
$γ_{4}$	1.7264	0.33
$γ_{5}$	2.6205	0.28
$γ_{6}$	-19.1675	-1.08
$γ_{7}$	36.6424	1.46
$γ_{8}$	-51.6285	-1.66
$γ_{9}$	51.3650	1.77
$γ_{10}$	-27.3141	-1.76

V-Lab

Rosseti PJSC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Rosseti PJSC Analyses