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	param	t-stat
$ω$	0.7333	3.26
$α$	0.0934	8.52
$β$	0.9009	77.56
$γ_{1}$	-0.3199	-4.21
$γ_{2}$	0.5047	4.36
$γ_{3}$	-0.3672	-5.19
$γ_{4}$	0.3084	5.02
$γ_{5}$	-0.1766	-2.53
$γ_{6}$	0.0863	1.00

V-Lab

Wavestone Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:23,211.02 (-34.62)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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