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{type} for {date}

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	param	t-stat
$ω$	0.4578	0.25
$α$	0.3029	0.01
$β$	0.6970	0.02
$γ_{1}$	9.3655	0.01
$γ_{2}$	-26.4486	-0.01
$γ_{3}$	33.3164	0.03
$γ_{4}$	-27.3531	-0.04
$γ_{5}$	20.2165	0.06
$γ_{6}$	-23.3675	-0.05
$γ_{7}$	-14.1274	-0.00
$γ_{8}$	125.1922	0.02
$γ_{9}$	-184.1823	-0.02
$γ_{10}$	153.0779	0.03

V-Lab

CFOAM Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CFOAM Limited Analyses