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	param	t-stat
$ω$	5.0000	2.88
$α$	0.0635	20.45
$β$	0.9152	372.17
$γ$	0.0426	5.38

V-Lab

ICADE Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, January 12th, 2026:6,369.52 (-300.08)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other ICADE Analyses