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	param	t-stat
$ω$	2.3995	4.26
$α$	0.0549	7.57
$β$	0.9397	112.58
$γ_{1}$	-0.0353	-4.36
$γ_{2}$	0.0678	5.21
$γ_{3}$	-0.0415	-4.36

V-Lab

Klepierre Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, January 12th, 2026:545.16 (39.21)

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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