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{type} for {date}

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	param	t-stat
$ω$	0.9404	3.10
$α$	0.0553	6.99
$β$	0.9336	91.30
$γ_{1}$	-0.2770	-7.45
$γ_{2}$	0.4056	7.66
$γ_{3}$	-0.1175	-3.89
$γ_{4}$	-0.0242	-1.05
$γ_{5}$	0.0516	1.64

V-Lab

Credit Suisse Group AG Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Credit Suisse Group AG Analyses