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	param	t-stat
$ω$	1.4970	12.08
$α$	0.1380	7.79
$β$	0.6877	36.19
$γ$	0.0175	0.66

V-Lab

VTB Bank PJSC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:12.55 (-0.62)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other VTB Bank PJSC Analyses