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	param	t-stat
$ω$	1.4917	4.11
$α$	0.0717	12.45
$β$	0.9248	154.91
$γ_{1}$	0.0026	0.73

V-Lab

Nexity SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:13,810.90 (-670.44)

Date Range:

Parameter Estimates

News Impact Curve

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