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	param	t-stat
$ω$	1.0913	7.12
$α$	0.3121	12.90
$β$	0.6870	28.47
$γ_{1}$	-0.3956	-0.81
$γ_{2}$	-0.0902	-0.14
$γ_{3}$	1.4401	4.94
$γ_{4}$	-2.2997	-5.86
$γ_{5}$	2.7137	3.25
$γ_{6}$	-2.1815	-1.36

V-Lab

ACI Formulations PLC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other ACI Formulations PLC Analyses