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	param	t-stat
$ω$	0.7378	2.05
$α$	0.0570	3.20
$β$	0.9048	29.57
$γ_{1}$	0.5836	1.32
$γ_{2}$	-1.1922	-1.97
$γ_{3}$	0.6857	2.00
$γ_{4}$	-0.1185	-0.35
$γ_{5}$	-0.3773	-0.86
$γ_{6}$	0.9832	2.27
$γ_{7}$	-0.5833	-2.17
$γ_{8}$	0.1324	0.88
$γ_{9}$	-0.3976	-2.40

V-Lab

Vgp N.V. Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:5,827.52 (-246.69)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Vgp N.V. Analyses