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	param	t-stat
$ω$	1.1852	3.73
$α$	0.1019	6.33
$β$	0.8978	55.51
$γ_{1}$	-0.4826	-1.99
$γ_{2}$	0.9440	2.43
$γ_{3}$	-1.5201	-3.24
$γ_{4}$	2.3068	2.85
$γ_{5}$	-1.3657	-1.87
$γ_{6}$	-0.6993	-1.66
$γ_{7}$	1.4813	5.27
$γ_{8}$	-0.8369	-4.75
$γ_{9}$	0.0829	0.38

V-Lab

Catella AB Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:6,998.18 (-554.05)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Catella AB Analyses