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{type} for {date}

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	param	t-stat
$ω$	1.5112	4.15
$α$	0.0273	3.61
$β$	0.9621	66.52
$γ_{1}$	0.1404	0.55
$γ_{2}$	-0.3366	-0.71
$γ_{3}$	0.1182	0.29
$γ_{4}$	0.1419	0.50
$γ_{5}$	0.0503	0.36
$γ_{6}$	-0.1387	-1.45
$γ_{7}$	0.0828	0.80
$γ_{8}$	-0.5220	-2.82

V-Lab

Amlin PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Amlin PLC Analyses