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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0151	7.36
$β$	0.9887	1,097.39
$γ$	-0.0077	-3.57

V-Lab

MCR SA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:377,517.70 (-3,152.30)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other MCR SA Analyses