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	param	t-stat
$ω$	1.0432	3.42
$α$	0.1997	16.25
$β$	0.7996	65.66
$γ_{1}$	-1.0074	-3.99
$γ_{2}$	1.4808	4.55
$γ_{3}$	-0.5374	-4.77
$γ_{4}$	0.0463	0.61
$γ_{5}$	0.1730	2.22
$γ_{6}$	-0.3142	-4.00
$γ_{7}$	0.1418	1.61
$γ_{8}$	0.2077	1.86

V-Lab

Sonmez Filament Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:2,960.20 (-536.97)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Sonmez Filament Analyses