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	param	t-stat
$ω$	2.0228	4.55
$α$	0.2804	2.71
$β$	0.7196	6.96
$γ_{1}$	-2.7916	-0.94
$γ_{2}$	4.9563	1.01
$γ_{3}$	-4.3021	-1.00
$γ_{4}$	12.1084	1.30
$γ_{5}$	-19.5399	-1.26
$γ_{6}$	13.2188	1.24
$γ_{7}$	-4.9678	-1.19
$γ_{8}$	1.5061	1.20
$γ_{9}$	-0.3823	-0.96

V-Lab

Gaeasoft Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:26.27 (0.68)

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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