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	param	t-stat
$ω$	1.8247	2.62
$α$	0.0500	2.32
$β$	0.8128	7.73
$γ_{1}$	-0.2279	-0.24
$γ_{2}$	0.1109	0.09
$γ_{3}$	0.5601	0.79
$γ_{4}$	-2.1981	-3.81
$γ_{5}$	4.1903	9.57
$γ_{6}$	-3.3953	-6.58
$γ_{7}$	0.9681	1.56
$γ_{8}$	0.6325	0.77

V-Lab

Mangold Ab Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:1,805,151.00 (-23,464.00)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Mangold Ab Analyses