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	param	t-stat
$ω$	1.0822	4.10
$α$	0.4484	10.11
$β$	0.5503	12.34
$γ_{1}$	-3.2882	-0.94
$γ_{2}$	2.5748	0.55
$γ_{3}$	0.5128	0.21
$γ_{4}$	5.4309	1.27
$γ_{5}$	-4.9310	-1.13
$γ_{6}$	-10.8939	-3.45
$γ_{7}$	23.4855	6.37
$γ_{8}$	-54.3242	-3.93
$γ_{9}$	124.5881	3.17
$γ_{10}$	-213.6786	-4.36

V-Lab

Bast JSC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Bast JSC Analyses