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	param	t-stat
$ω$	1.7571	0.02
$α$	0.0944	0.01
$β$	0.9056	0.09
$γ_{1}$	-0.0206	-0.01

V-Lab

Matsukiyococokara & Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:2.37 (-0.23)

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Matsukiyococokara & Co Analyses