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	param	t-stat
$ω$	5.0000	0.02
$α$	0.0070	1.07
$β$	0.9851	648.93
$γ$	0.0158	1.70

V-Lab

CTM Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:231,717.40 (-2,418.50)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CTM Analyses