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	param	t-stat
$ω$	1.1551	8.91
$α$	0.0754	8.60
$β$	0.9196	104.90
$γ_{1}$	-0.0022	-0.92
$γ_{2}$	0.0015	0.39

V-Lab

Morgan Stanley Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:11.93 (-0.08)

Date Range:

Parameter Estimates

News Impact Curve

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