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	param	t-stat
$ω$	1.4588	6.95
$α$	0.0796	11.14
$β$	0.9041	96.21
$γ_{1}$	-0.0831	-5.19
$γ_{2}$	0.0891	3.87
$γ_{3}$	0.0308	1.78
$γ_{4}$	-0.1231	-4.92

V-Lab

PartnerRe Ltd Spline ILLIQ Liquidity Analysis

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