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	param	t-stat
$ω$	1.0913	6.98
$α$	0.0765	2.00
$β$	0.6884	3.48
$γ_{1}$	-3.9424	-1.88
$γ_{2}$	5.1216	1.67
$γ_{3}$	0.6204	0.31
$γ_{4}$	-4.7662	-2.23
$γ_{5}$	9.9533	3.67
$γ_{6}$	-15.9530	-4.88
$γ_{7}$	16.9821	4.85
$γ_{8}$	-11.4614	-1.98
$γ_{9}$	-2.8016	-0.15

V-Lab

Secmark Consultancy Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, February 25th, 2026:227,124.70 (-31,686.80)

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Parameter Estimates

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