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	param	t-stat
$ω$	0.3210	3.66
$α$	0.1392	3.59
$β$	0.7260	10.89
$γ_{1}$	-1.8221	-2.47
$γ_{2}$	2.3001	2.13
$γ_{3}$	-0.1365	-0.18
$γ_{4}$	-1.2693	-1.91
$γ_{5}$	1.4167	2.55
$γ_{6}$	-1.8263	-3.10
$γ_{7}$	4.7733	6.49
$γ_{8}$	-6.3349	-6.29
$γ_{9}$	3.9977	3.66
$γ_{10}$	-2.6693	-1.70

V-Lab

Microdata Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:652,309.60 (-38,528.40)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Microdata Analyses