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	param	t-stat
$ω$	1.5954	3.94
$α$	0.1217	14.14
$β$	0.8546	85.01
$γ_{1}$	-0.7129	-9.99
$γ_{2}$	1.1102	10.21
$γ_{3}$	-0.4044	-5.32
$γ_{4}$	-0.0314	-0.55
$γ_{5}$	0.1185	2.44
$γ_{6}$	-0.1023	-1.94
$γ_{7}$	-0.0018	-0.02

V-Lab

ICADE Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, February 26th, 2026:4,737.76 (-329.32)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other ICADE Analyses