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	param	t-stat
$ω$	5.0000	0.11
$α$	0.0568	14.46
$β$	0.9328	528.17
$γ$	0.0208	4.30

V-Lab

Wavestone Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:23,112.24 (-276.48)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Wavestone Analyses