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	param	t-stat
$ω$	0.0000	0.00
$α$	0.0019	0.29
$β$	0.9751	263.82
$γ$	0.0454	3.59

V-Lab

SigmaRoc PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:3,679.64 (-63.21)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SigmaRoc PLC Analyses