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	param	t-stat
$ω$	1.1538	6.42
$α$	0.3117	12.44
$β$	0.6861	27.54
$γ_{1}$	-0.0022	0.00
$γ_{2}$	-0.7527	-0.96
$γ_{3}$	1.4472	4.88
$γ_{4}$	-0.6389	-2.07
$γ_{5}$	-1.2509	-3.23
$γ_{6}$	2.9941	3.05
$γ_{7}$	-3.2295	-1.35

V-Lab

ACI Formulations PLC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other ACI Formulations PLC Analyses