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	param	t-stat
$ω$	5.0000	0.01
$α$	0.0812	1.03
$β$	0.9485	97.12
$γ$	-0.0593	-0.66

V-Lab

MCB Investment Management Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:57,466.93 (-2,955.11)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other MCB Investment Management Analyses