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	param	t-stat
$ω$	5.0000	5.11
$α$	0.0586	21.88
$β$	0.9069	386.88
$γ$	0.0691	13.66

V-Lab

Ellington Financial LLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:471.33 (4.33)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Ellington Financial LLC Analyses