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	param	t-stat
$ω$	1.3045	9.29
$α$	0.0538	12.38
$β$	0.9398	195.91
$γ_{1}$	-0.0064	-0.93
$γ_{2}$	0.0087	0.66
$γ_{3}$	-0.0004	-0.04

V-Lab

Bank of New York Mellon Corp/The Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Bank of New York Mellon Corp/The Analyses