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	param	t-stat
$ω$	0.2230	3.45
$α$	0.2260	3.86
$β$	0.7635	16.99
$γ_{1}$	-42.1861	-2.93
$γ_{2}$	61.2388	3.03
$γ_{3}$	-22.7025	-1.91
$γ_{4}$	-1.0320	-0.09
$γ_{5}$	2.8548	0.30
$γ_{6}$	7.9666	1.21
$γ_{7}$	-11.9857	-1.59
$γ_{8}$	15.6937	1.70
$γ_{9}$	-15.3194	-1.80
$γ_{10}$	2.9043	0.33

V-Lab

Dynamic Portfolio Management Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:86,812,860.00 (-16,018,940.00)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Dynamic Portfolio Management Analyses