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	param	t-stat
$ω$	5.0000	0.40
$α$	0.0197	6.78
$β$	0.9614	573.29
$γ$	0.0376	6.03

V-Lab

M. Yochananof & Sons (1988) Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, February 22nd, 2026:5,300.72 (-190.94)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other M. Yochananof & Sons (1988) Analyses