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	param	t-stat
$ω$	2.6949	4.02
$α$	0.0909	7.59
$β$	0.8935	68.66
$γ_{1}$	-0.2371	-4.07
$γ_{2}$	0.4924	5.28
$γ_{3}$	-0.5322	-7.70
$γ_{4}$	0.5221	9.71
$γ_{5}$	-0.4164	-8.14
$γ_{6}$	0.3154	4.91
$γ_{7}$	-0.2004	-3.23
$γ_{8}$	-0.0186	-0.32

V-Lab

LISI Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:10,134.87 (-290.14)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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