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	param	t-stat
$ω$	1.9072	5.10
$α$	0.2236	10.08
$β$	0.7729	29.14
$γ_{1}$	0.0030	0.16
$γ_{2}$	-0.0259	-0.93

V-Lab

Nelco Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:473.14 (-37.91)

Date Range:

Parameter Estimates

News Impact Curve

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