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	param	t-stat
$ω$	1.1828	0.17
$α$	0.1678	0.03
$β$	0.8322	0.17
$γ_{1}$	-0.0151	-0.00
$γ_{2}$	-0.1859	-0.01
$γ_{3}$	0.4025	0.12
$γ_{4}$	-0.3836	-0.13

V-Lab

Sun A Kaken Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, January 22nd, 2026:711.79 (-7.17)

Date Range:

Parameter Estimates

News Impact Curve

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