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	param	t-stat
$ω$	1.1907	0.89
$α$	0.1836	0.04
$β$	0.8164	0.18
$γ_{1}$	1.1419	0.02
$γ_{2}$	-4.8816	-0.15
$γ_{3}$	8.2829	0.15
$γ_{4}$	-6.7016	-0.12
$γ_{5}$	2.3267	0.07
$γ_{6}$	-0.1879	-0.01
$γ_{7}$	0.1416	0.02
$γ_{8}$	-0.1991	-0.06

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Blackrock Throgmorton Trust PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 6th, 2026:9,593.47 (917.78)

Date Range:

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