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	param	t-stat
$ω$	5.0200	2.44
$α$	0.1277	9.12
$β$	0.8265	30.32
$γ_{1}$	0.1418	2.63
$γ_{2}$	-0.1842	-2.63
$γ_{3}$	0.1160	4.35
$γ_{4}$	-0.1469	-6.04

V-Lab

Altarea SCA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Altarea SCA Analyses