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	param	t-stat
$ω$	1.2803	5.00
$α$	0.0841	8.51
$β$	0.9093	92.79
$γ_{1}$	-0.0519	-1.74
$γ_{2}$	0.0778	1.58

V-Lab

Bnp Paribas Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:18,455.76 (117.18)

Date Range:

Parameter Estimates

News Impact Curve

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