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	param	t-stat
$ω$	0.4070	0.81
$α$	0.0890	4.42
$β$	0.9049	58.77
$γ_{1}$	-5.2595	-2.41
$γ_{2}$	6.5972	1.90
$γ_{3}$	-1.6217	-0.53
$γ_{4}$	-0.1357	-0.04
$γ_{5}$	1.0157	0.31
$γ_{6}$	-1.1779	-0.55
$γ_{7}$	1.7278	1.28
$γ_{8}$	-2.3371	-2.30
$γ_{9}$	1.9133	1.92
$γ_{10}$	-1.3031	-0.98

V-Lab

SigmaRoc PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:2,132.20 (-193.25)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SigmaRoc PLC Analyses