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	param	t-stat
$ω$	0.9012	0.15
$α$	0.1915	0.00
$β$	0.8085	0.01
$γ_{1}$	-0.1030	0.00
$γ_{2}$	-0.1974	0.00
$γ_{3}$	0.6721	0.01
$γ_{4}$	-0.6330	-0.03

V-Lab

CITIC Securities Co Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other CITIC Securities Co Ltd Analyses