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	param	t-stat
$ω$	0.1989	4.87
$α$	0.0374	1.35
$β$	0.0000	0.00
$γ_{1}$	-0.7488	-0.92
$γ_{2}$	1.0999	0.78
$γ_{3}$	-0.8650	-0.60
$γ_{4}$	3.7221	1.75
$γ_{5}$	-8.6627	-3.14
$γ_{6}$	7.6321	3.19
$γ_{7}$	-0.0528	-0.03
$γ_{8}$	-4.7274	-2.73
$γ_{9}$	3.6839	2.21
$γ_{10}$	-2.3235	-1.09

V-Lab

Festi HF Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:80.81 (18.32)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Festi HF Analyses