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	param	t-stat
$ω$	5.0000	0.00
$α$	0.4499	0.02
$β$	0.7751	0.53
$γ$	-0.4499	-0.02

V-Lab

Vergnet Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, January 26th, 2026:2,074,845,000.00 (-602,170,000.00)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Vergnet Analyses