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	param	t-stat
$ω$	1.7776	3.86
$α$	0.0533	7.62
$β$	0.9410	112.43
$γ_{1}$	-0.0626	-4.94
$γ_{2}$	0.0946	4.81
$γ_{3}$	-0.0308	-1.80
$γ_{4}$	0.0062	0.32

V-Lab

Klepierre Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, February 19th, 2026:526.93 (-16.14)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Klepierre Analyses