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	param	t-stat
$ω$	0.7731	3.85
$α$	0.1220	0.82
$β$	0.8780	5.93
$γ_{1}$	-0.1595	-0.22
$γ_{2}$	0.2029	0.27
$γ_{3}$	-0.0842	-1.27

V-Lab

SAF-Holland SE Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:9,078.84 (-105.10)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SAF-Holland SE Analyses