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	param	t-stat
$ω$	1.7865	4.32
$α$	0.1220	14.64
$β$	0.8576	88.08
$γ_{1}$	-0.5202	-10.10
$γ_{2}$	0.9023	11.63
$γ_{3}$	-0.4962	-9.58
$γ_{4}$	0.1817	4.03
$γ_{5}$	-0.0593	-1.31
$γ_{6}$	-0.0518	-0.88

V-Lab

ICADE Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:5,648.96 (-213.00)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other ICADE Analyses