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	param	t-stat
$ω$	0.3223	2.26
$α$	0.4255	2.28
$β$	0.2627	2.31
$γ_{1}$	-11.7385	-4.89
$γ_{2}$	16.7140	4.87
$γ_{3}$	-8.1371	-4.17
$γ_{4}$	5.1867	3.67
$γ_{5}$	-1.3312	-0.82
$γ_{6}$	-3.0904	-1.33
$γ_{7}$	3.6174	1.53
$γ_{8}$	-0.2011	-0.13
$γ_{9}$	-1.9202	-1.43
$γ_{10}$	-2.5083	-1.32

V-Lab

Best Of The Best PLC Spline ILLIQ Liquidity Analysis

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Parameter Estimates

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