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	param	t-stat
$ω$	3.3907	4.56
$α$	0.1630	4.69
$β$	0.7423	18.47
$γ_{1}$	-0.0559	-3.87
$γ_{2}$	0.0989	4.82
$γ_{3}$	-0.0060	-0.50
$γ_{4}$	-0.1040	-8.82

V-Lab

Wilson Bayly Holmes-Ovcon Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:586.35 (-3.99)

Date Range:

Parameter Estimates

News Impact Curve

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