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	param	t-stat
$ω$	2.6143	4.05
$α$	0.1405	4.76
$β$	0.8136	24.84
$γ_{1}$	-0.0197	-0.17
$γ_{2}$	0.0544	0.30
$γ_{3}$	-0.1358	-1.32
$γ_{4}$	0.1746	2.21
$γ_{5}$	0.0652	0.92
$γ_{6}$	-0.3218	-5.20
$γ_{7}$	0.2640	4.51
$γ_{8}$	0.0010	0.02
$γ_{9}$	-0.2004	-1.85
$γ_{10}$	0.6592	1.94

V-Lab

SIG PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:3,744,302.00 (-6,406.00)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SIG PLC Analyses