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	param	t-stat
$ω$	2.4031	4.26
$α$	0.0547	7.58
$β$	0.9399	113.08
$γ_{1}$	-0.0352	-4.35
$γ_{2}$	0.0678	5.21
$γ_{3}$	-0.0421	-4.39

V-Lab

Klepierre Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, February 25th, 2026:502.27 (-13.20)

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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