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	param	t-stat
$ω$	1.6467	1.95
$α$	0.1121	11.97
$β$	0.8852	98.04
$γ_{1}$	-0.0218	-5.93
$γ_{2}$	0.0437	6.78

V-Lab

NCC AB Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:36,469.33 (-3,350.89)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other NCC AB Analyses