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	param	t-stat
$ω$	0.8851	5.43
$α$	0.1363	10.36
$β$	0.8232	48.22
$γ_{1}$	-1.4938	-6.85
$γ_{2}$	2.2528	6.03
$γ_{3}$	-1.3722	-3.94
$γ_{4}$	0.9052	2.83
$γ_{5}$	-0.2654	-0.86
$γ_{6}$	-0.3569	-1.02
$γ_{7}$	1.3276	3.48
$γ_{8}$	-2.5617	-6.81
$γ_{9}$	3.5593	8.25

V-Lab

Tatsumi Corp Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Tatsumi Corp Analyses