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	param	t-stat
$ω$	1.2421	2.61
$α$	0.0289	3.44
$β$	0.9526	69.36
$γ_{1}$	-0.0439	-0.60
$γ_{2}$	-0.0289	-0.27
$γ_{3}$	0.1899	3.22
$γ_{4}$	-0.1696	-5.10
$γ_{5}$	-0.0122	-0.48

V-Lab

Berendsen PLC Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Berendsen PLC Analyses