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	param	t-stat
$ω$	2.0023	2.08
$α$	0.3035	5.67
$β$	0.6939	13.03
$γ_{1}$	-2.4054	-3.15
$γ_{2}$	3.7077	2.92
$γ_{3}$	-1.7036	-1.94
$γ_{4}$	0.4777	0.63
$γ_{5}$	0.4912	0.59
$γ_{6}$	-1.1504	-1.53
$γ_{7}$	0.1561	0.27
$γ_{8}$	1.2798	2.67
$γ_{9}$	-4.1740	-2.35
$γ_{10}$	10.5714	2.47

V-Lab

MCR SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, February 25th, 2026:285,712.20 (48,606.80)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other MCR SA Analyses