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	param	t-stat
$ω$	0.3390	1.58
$α$	0.0828	5.00
$β$	0.8824	37.64
$γ_{1}$	-0.1308	-0.43
$γ_{2}$	0.2616	0.64
$γ_{3}$	-0.2963	-1.68
$γ_{4}$	0.2826	2.40
$γ_{5}$	-0.2745	-2.73
$γ_{6}$	0.6394	5.06
$γ_{7}$	-1.8466	-6.37

V-Lab

CTM Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:89,249.49 (-8,988.93)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CTM Analyses