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	param	t-stat
$ω$	0.0006	0.36
$α$	0.0186	3.46
$β$	0.9718	406.76
$γ$	0.0193	2.61

V-Lab

Sberbank PAO Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:2.97 (-0.07)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Sberbank PAO Analyses