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	param	t-stat
$ω$	0.0000	0.00
$α$	0.0314	7.59
$β$	0.9669	463.09
$γ$	0.0034	0.40

V-Lab

Banca Monte Dei Paschi Siena Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:171,558.50 (-4,496.60)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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