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	param	t-stat
$ω$	3.0800	3.58
$α$	0.0059	3.04
$β$	0.9889	2,222.33
$γ$	0.0102	2.90

V-Lab

Bbva Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:1,905.16 (-4.97)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Bbva Analyses