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	param	t-stat
$ω$	3.0909	2.51
$α$	0.1460	4.64
$β$	0.8533	27.78
$γ_{1}$	-0.5836	-0.72
$γ_{2}$	-0.2982	-0.20
$γ_{3}$	1.8021	1.02
$γ_{4}$	-0.9013	-0.48
$γ_{5}$	3.6111	1.44
$γ_{6}$	-6.6749	-2.24
$γ_{7}$	2.7000	2.06
$γ_{8}$	0.6821	1.93
$γ_{9}$	-0.4251	-1.96
$γ_{10}$	0.0856	0.35

V-Lab

Gregory Sarantis Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:56,643.62 (32,856.02)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Gregory Sarantis Sa Analyses