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	param	t-stat
$ω$	1.2605	3.96
$α$	0.1737	6.64
$β$	0.7687	23.83
$γ_{1}$	-1.1376	-0.95
$γ_{2}$	2.9773	1.34
$γ_{3}$	-6.7932	-2.88
$γ_{4}$	9.6807	4.52
$γ_{5}$	-6.7157	-4.72
$γ_{6}$	2.8855	2.68
$γ_{7}$	-1.3170	-1.12
$γ_{8}$	0.7349	0.58
$γ_{9}$	-3.1490	-1.83

V-Lab

Clark Inc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Clark Inc Analyses