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	param	t-stat
$ω$	41.7536	0.00
$α$	0.3804	0.00
$β$	0.6196	0.00
$γ_{1}$	-0.8866	-0.00
$γ_{2}$	-1.6576	-0.01
$γ_{3}$	1.4465	0.00
$γ_{4}$	10.9074	0.01
$γ_{5}$	-23.3305	-0.01
$γ_{6}$	24.9589	0.01
$γ_{7}$	-16.1520	-0.00
$γ_{8}$	4.7553	0.00
$γ_{9}$	0.4136	0.00

V-Lab

Vtm Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:18,596.19 (5,510.32)

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Parameter Estimates

News Impact Curve

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