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	param	t-stat
$ω$	0.9252	3.53
$α$	0.1139	6.31
$β$	0.8859	48.96
$γ_{1}$	-0.0747	-0.91
$γ_{2}$	-0.2085	-1.51
$γ_{3}$	0.8366	4.62
$γ_{4}$	-1.3936	-4.81

V-Lab

SNEP Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:157,315.50 (32,099.90)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SNEP Analyses