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	param	t-stat
$ω$	1.8267	2.60
$α$	0.1126	15.68
$β$	0.8868	120.77
$γ_{1}$	-0.0063	-2.83

V-Lab

Pricer AB Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:16,221.25 (-1,385.83)

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News Impact Curve

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