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	param	t-stat
$ω$	5.0000	0.02
$α$	0.0307	4.04
$β$	0.9670	526.10
$γ$	0.0047	0.48

V-Lab

Mercia Asset Management PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:107,964.20 (-3,682.20)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Mercia Asset Management PLC Analyses