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	param	t-stat
$ω$	5.0000	0.66
$α$	0.0760	8.44
$β$	0.9475	324.61
$γ$	-0.0470	-4.10

V-Lab

SNEP Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:182,084.00 (2,340.60)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SNEP Analyses