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	param	t-stat
$ω$	0.8177	4.09
$α$	0.0000	0.00
$β$	0.9881	8.36
$γ_{1}$	2.0473	0.02
$γ_{2}$	-56.3144	-0.48
$γ_{3}$	226.1241	2.78
$γ_{4}$	-388.8878	-3.72

V-Lab

Citic Securities Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, January 27th, 2026:420,215,800.00 (853,400.00)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Citic Securities Co Ltd Analyses