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	param	t-stat
$ω$	1.2864	4.19
$α$	0.1414	15.58
$β$	0.8579	93.49
$γ_{1}$	-0.2684	-2.09
$γ_{2}$	0.3871	2.12
$γ_{3}$	0.1653	0.89
$γ_{4}$	-0.8797	-3.98
$γ_{5}$	1.3198	4.76
$γ_{6}$	-1.7727	-4.35
$γ_{7}$	2.1112	4.50
$γ_{8}$	-1.5959	-4.29

V-Lab

TaoWeave Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:849,537.10 (-128,808.50)

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Parameter Estimates

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