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	param	t-stat
$ω$	0.2053	2.14
$α$	0.0896	1.48
$β$	0.0958	0.76
$γ_{1}$	-3.4913	-1.71
$γ_{2}$	2.7155	0.84
$γ_{3}$	0.4918	0.18
$γ_{4}$	2.6982	1.27
$γ_{5}$	-4.3039	-4.01
$γ_{6}$	2.6881	2.99
$γ_{7}$	-1.3287	-1.36
$γ_{8}$	1.3076	0.97
$γ_{9}$	-0.6860	-0.27
$γ_{10}$	-4.0119	-0.98

V-Lab

Chamberlin PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Chamberlin PLC Analyses