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	param	t-stat
$ω$	0.0138	8.07
$α$	0.0556	24.08
$β$	0.9259	653.89
$γ$	0.0347	8.20

V-Lab

Nomura Research Institute Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:1.70 (0.11)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Nomura Research Institute Analyses