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{type} for {date}

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	param	t-stat
$ω$	1.0374	3.46
$α$	0.1628	9.17
$β$	0.8363	46.58
$γ_{1}$	-0.1176	-0.73
$γ_{2}$	0.3150	1.30
$γ_{3}$	-0.6145	-1.25
$γ_{4}$	1.0138	0.78
$γ_{5}$	-0.3963	-0.30
$γ_{6}$	-0.9696	-1.57
$γ_{7}$	1.0996	2.66
$γ_{8}$	-1.6222	-2.46
$γ_{9}$	3.6895	2.09

V-Lab

Wheelock & Co Ltd Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Wheelock & Co Ltd Analyses