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	param	t-stat
$ω$	5.0000	8.94
$α$	0.0783	27.70
$β$	0.8902	557.76
$γ$	0.0631	11.25

V-Lab

Chimera Investment Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, February 25th, 2026:1,173.26 (-56.81)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Chimera Investment Corp Analyses