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	param	t-stat
$ω$	0.9602	4.67
$α$	0.0960	5.57
$β$	0.9026	52.86
$γ_{1}$	-0.7347	-2.50
$γ_{2}$	1.0909	2.21
$γ_{3}$	-0.4819	-1.48
$γ_{4}$	0.1930	0.95
$γ_{5}$	-0.0278	-0.17

V-Lab

M Dias Branco Sa Ind Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:1,072.08 (-76.33)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other M Dias Branco Sa Ind Analyses