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	param	t-stat
$ω$	1.1041	5.77
$α$	0.0846	4.65
$β$	0.9003	47.80
$γ_{1}$	-0.5412	-3.30

V-Lab

Ferretti SPA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:5,466.35 (-251.58)

Date Range:

Parameter Estimates

News Impact Curve

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