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	param	t-stat
$ω$	1.1152	1.94
$α$	0.1629	14.45
$β$	0.8281	78.75
$γ_{1}$	-0.1884	-0.73
$γ_{2}$	-0.5869	-1.42
$γ_{3}$	1.9334	6.18
$γ_{4}$	-1.9874	-8.14
$γ_{5}$	1.2475	6.90
$γ_{6}$	-0.4310	-2.15
$γ_{7}$	-0.0152	-0.07
$γ_{8}$	-0.2141	-1.20
$γ_{9}$	0.5790	2.82

V-Lab

Watanabe Sato Co Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Watanabe Sato Co Analyses