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	param	t-stat
$ω$	0.0000	0.00
$α$	0.0019	0.29
$β$	0.9751	263.89
$γ$	0.0455	3.57

V-Lab

SigmaRoc PLC Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 6th, 2026:4,332.92 (-110.71)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SigmaRoc PLC Analyses