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	param	t-stat
$ω$	1.0253	3.02
$α$	0.2826	6.96
$β$	0.6671	15.62
$γ_{1}$	-0.1705	-1.08
$γ_{2}$	0.8031	2.47

V-Lab

Nam Song Hau Trading Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, March 12th, 2025:60.84 (-22.87)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Nam Song Hau Trading Analyses