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	param	t-stat
$ω$	0.8726	2.56
$α$	0.2833	2.91
$β$	0.6130	11.42
$γ_{1}$	-2.6850	-5.18
$γ_{2}$	3.8612	5.06
$γ_{3}$	-1.1131	-2.33
$γ_{4}$	-0.7221	-1.27
$γ_{5}$	1.1035	1.65
$γ_{6}$	-0.3331	-0.58
$γ_{7}$	-0.1641	-0.26
$γ_{8}$	-0.1697	-0.24
$γ_{9}$	0.1388	0.28
$γ_{10}$	0.1007	0.20

V-Lab

BP Marsh & Partners PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:14,341.57 (-4,294.40)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other BP Marsh & Partners PLC Analyses