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	param	t-stat
$ω$	0.8066	3.41
$α$	0.1601	4.27
$β$	0.6430	7.80
$γ_{1}$	-0.6710	-1.66
$γ_{2}$	1.1352	1.95
$γ_{3}$	-0.8141	-2.48
$γ_{4}$	0.5548	1.70
$γ_{5}$	-0.3593	-0.99
$γ_{6}$	0.3987	0.96
$γ_{7}$	-0.5933	-1.05
$γ_{8}$	0.9916	1.23

V-Lab

VTB Bank PJSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:18.73 (-0.37)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other VTB Bank PJSC Analyses