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	param	t-stat
$ω$	1.8064	1.10
$α$	0.3198	9.69
$β$	0.6772	26.20
$γ_{1}$	-9.9354	-1.10
$γ_{2}$	20.4589	1.26
$γ_{3}$	-14.7954	-1.42
$γ_{4}$	3.5224	0.90
$γ_{5}$	0.7342	0.53
$γ_{6}$	2.5437	1.71
$γ_{7}$	-5.5888	-3.55
$γ_{8}$	4.2677	3.55
$γ_{9}$	0.0849	0.08
$γ_{10}$	-3.2905	-1.75

V-Lab

Chang Jia M&E Eng Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:36,210.01 (-10,624.08)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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