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	param	t-stat
$ω$	1.7820	4.31
$α$	0.1223	14.63
$β$	0.8573	87.89
$γ_{1}$	-0.5255	-10.11
$γ_{2}$	0.9095	11.59
$γ_{3}$	-0.4973	-9.44
$γ_{4}$	0.1794	3.92
$γ_{5}$	-0.0564	-1.23
$γ_{6}$	-0.0490	-0.83

V-Lab

ICADE Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, January 12th, 2026:6,966.56 (-673.07)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other ICADE Analyses