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	param	t-stat
$ω$	0.8521	0.16
$α$	0.1369	0.00
$β$	0.8631	0.01
$γ_{1}$	-1.1428	-0.00
$γ_{2}$	3.5936	0.00
$γ_{3}$	-2.8559	-0.00
$γ_{4}$	-0.7369	-0.00
$γ_{5}$	1.0757	0.01
$γ_{6}$	0.4182	0.00
$γ_{7}$	-0.5530	-0.01
$γ_{8}$	0.2080	0.00
$γ_{9}$	0.2372	0.00
$γ_{10}$	-0.4386	-0.01

V-Lab

Note AB Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:1,912.46 (220.94)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Note AB Analyses