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	param	t-stat
$ω$	4.9975	2.44
$α$	0.1267	9.12
$β$	0.8274	30.48
$γ_{1}$	0.1399	2.63
$γ_{2}$	-0.1819	-2.63
$γ_{3}$	0.1159	4.38
$γ_{4}$	-0.1516	-6.17

V-Lab

Altarea SCA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Altarea SCA Analyses