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	param	t-stat
$ω$	0.8031	5.99
$α$	0.1748	2.79
$β$	0.3917	3.16
$γ_{1}$	-1.2483	-2.50
$γ_{2}$	1.5505	1.96
$γ_{3}$	-0.6909	-1.38
$γ_{4}$	0.7300	2.15
$γ_{5}$	-0.0540	-0.18
$γ_{6}$	-0.8751	-2.09
$γ_{7}$	1.0690	2.07
$γ_{8}$	-1.1192	-1.45

V-Lab

Mercia Asset Management PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:91,002.29 (-32,437.11)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Mercia Asset Management PLC Analyses