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	param	t-stat
$ω$	5.0000	1.92
$α$	0.0634	21.48
$β$	0.9036	475.35
$γ$	0.0644	13.75

V-Lab

Pricer AB Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:19,331.92 (-1,300.50)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Pricer AB Analyses