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	param	t-stat
$ω$	1.1077	1.95
$α$	0.1620	14.37
$β$	0.8288	78.62
$γ_{1}$	-0.1792	-0.69
$γ_{2}$	-0.6005	-1.45
$γ_{3}$	1.9352	6.25
$γ_{4}$	-1.9787	-8.23
$γ_{5}$	1.2355	6.97
$γ_{6}$	-0.4244	-2.18
$γ_{7}$	-0.0081	-0.04
$γ_{8}$	-0.2241	-1.31
$γ_{9}$	0.5477	2.77

V-Lab

Watanabe Sato Co Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Watanabe Sato Co Analyses