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	param	t-stat
$ω$	0.6252	3.16
$α$	0.2561	0.58
$β$	0.7439	1.69
$γ_{1}$	-36.9172	-1.40
$γ_{2}$	51.3493	1.63
$γ_{3}$	-19.4336	-2.18
$γ_{4}$	6.5239	1.26
$γ_{5}$	1.4285	0.32
$γ_{6}$	-14.1971	-2.58
$γ_{7}$	23.7374	4.02
$γ_{8}$	-24.1675	-3.10
$γ_{9}$	20.7627	1.69
$γ_{10}$	-4.0172	-0.24

V-Lab

Cda Sa Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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Other Cda Sa Analyses