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	param	t-stat
$ω$	0.2042	1.63
$α$	0.2960	4.36
$β$	0.5805	11.11
$γ_{1}$	-44.5527	-5.93
$γ_{2}$	66.6598	6.37
$γ_{3}$	-33.0927	-6.47
$γ_{4}$	18.1049	4.12
$γ_{5}$	-12.1605	-3.19
$γ_{6}$	9.8091	3.29
$γ_{7}$	-5.9861	-2.31
$γ_{8}$	0.2807	0.11
$γ_{9}$	2.2206	0.82
$γ_{10}$	-1.2017	-0.34

V-Lab

H&CB Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other H&CB Analyses