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	param	t-stat
$ω$	2.1869	8.99
$α$	0.1210	2.81
$β$	0.6961	5.20
$γ_{1}$	-4.6479	-3.61
$γ_{2}$	6.4099	3.17
$γ_{3}$	-4.3744	-2.05

V-Lab

CBOT Holdings Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CBOT Holdings Analyses