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	param	t-stat
$ω$	1.1839	0.06
$α$	0.0000	0.00
$β$	0.9991	0.02
$γ_{1}$	-0.8233	-0.00
$γ_{2}$	-0.5109	-0.02
$γ_{3}$	4.3105	0.16
$γ_{4}$	-5.2540	-0.29
$γ_{5}$	6.9312	0.91
$γ_{6}$	-9.6228	-1.86
$γ_{7}$	10.1110	0.61
$γ_{8}$	-10.9531	-0.42
$γ_{9}$	8.0797	0.22
$γ_{10}$	-3.8778	-0.09

V-Lab

Mensch & Maschine Software Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:562,947.10 (-175.70)

Date Range:

Parameter Estimates

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